vvnsw · 2024年06月06日
NO.PZ2016031202000007
问题如下：
Which of the following is not a result of arbitrage?
选项：
A.
Convergence of prices.
B.
Market efficiency.
C.
The law of similar prices.
解释：
C is correct. Arbitrage forces the prices to converge, thus market efficiency improves. The law of one price is the result of arbitrage, not the law of similar prices.
中文解析：
套利迫使价格趋同，从而提高了市场效率。A和B的表述是对的。
law of one prices是套利的结果，而不是law of similar prices。C表述错误
题干要去选错误的表述，选C
忘了哪里提到law of one price，在讲义那里呀？
NO.PZ2016031202000007 问题如下 Whiof the following is not a result of arbitrage? A.Convergenof prices. B.Market efficiency. C.The lof similprices. C is correct. Arbitrage forces the prices to converge, thus market efficienimproves. The lof one priis the result of arbitrage, not the lof similprices.中文解析套利迫使价格趋同，从而提高了市场效率。A和B的表述是对的。lof one prices是套利的结果，而不是lof similprices。C表述错误题干要去选错误的表述，选 A说的价格趋同， C说的定义是未来现金流相同两个asset有同样价格所以叫One prilaw这两个看上去说的是同一个事情吧？
NO.PZ2016031202000007 问题如下 Whiof the following is not a result of arbitrage? A.Convergenof prices. B.Market efficiency. C.The lof similprices. C is correct. Arbitrage forces the prices to converge, thus market efficienimproves. The lof one priis the result of arbitrage, not the lof similprices.中文解析套利迫使价格趋同，从而提高了市场效率。A和B的表述是对的。lof one prices是套利的结果，而不是lof similprices。C表述错误题干要去选错误的表述，选 the lof one price,我觉得是arbitrage产生得原因，有一价律，才可以导致套利，不是吗？能否一下套利导致一价律背后得原理？
convergen是啥意思来着..哪课的呀
请问C为什么不对呢？
