Spot futures parity theorem

Spot futures parity theorem
Describes the theoretically correct relationship between spot and futures prices. Violation of the parity relationship gives rise to arbitrage opportunities. The New York Times Financial Glossary

Financial and business terms. 2012.

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  • spot futures parity theorem — Describes the theoretically correct relationship between spot and futures prices. Violation of the parity relationship gives rise to arbitrage opportunities. Bloomberg Financial Dictionary …   Financial and business terms

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