Risk glossary


Arbitrage-free model

Any theoretical model that does not allow arbitrage on the underlying variable or that assumes the market is liquid enough so that arbitrage would cause it to go out of balance.

  • LinkedIn  
  • Save this article
  • Print this page  

You must be signed in to use this feature.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: