Arbitrages
Khiqutvnghipvkinhdoanhchnh
lchtgiArbitrages
Tmkimchivthchinnghipv
Arbitrages
ngdngArbitragestrongthanhton:Xc
nhthayivgitrtikhonsaucc
giaodch
2Nghipvkinhdoanhchnhlchtgi
Arbitrages
2.1Tmkimchivthchinnghipv
Arbitrages
2.1.1Arbitragesginn
2.1.2Arbitragesphctp
2Nghipvkinhdoanhchnhlchtgi
Arbitrages
2.1.1TmkimchivthchinnghipvArbitrages
ginn
Bc1:Chuyntgiytgitheomtthtrng
Bc2:Xcnhchiumuabn
iukin:Db(thtrngX)<Dm(thtrngY)
=>cchiAcbit
2Nghipvkinhdoanhchnhlcht
giArbitrages
2.1.1TmkimchivthchinnghipvArbitrages
ginn(tip)Vd1:
TithtrngA: GBP/USD=2.0315/55
GBP/EUR=1.4388/28
TithtrngB: USD/GBP=0.4870/10
USD/EUR=0.7072/16
TmchithchinnghipvArbitragesvi:GBP/USD
2Nghipvkinhdoanhchnhlchtgi
Arbitrages
2.1.1TmkimchivthchinnghipvArbitrages
ginn(tip)pn:
- TiA: GBP / USD = 2,0315 / 55
1
- TiB: GBP / USD = 0,4910
1
0,4870
= 2,0366 / 2,053
3
Cchi
2Nghipvkinhdoanhchnhlchtgi
Arbitrages
2.1.1TmkimchiArbitragesginn(tip)Bitpp
dng:
TithtrngA: GBP/USD=2.0315/55
GBP/EUR=1.4388/28
TithtrngB: USD/GBP=0.4870/10
USD/EUR=0.7072/16
HytmchivthchinnghipvArbitragesiviGBP/EUR
2Nghipvkinhdoanhchnhlchtgi
Arbitrages
2.1.1TmkimchivthchinnghipvArbitragesgin
npn
TiB:
* 0.7072 = 1.4403
0.4910
1
=
=
Db GBP/ EUR Db GBP/ USD * Db USD/ EUR
* 0.7116 = 1.4612
0.4870
GBP/ EUR = 1.4403 / 1.4612
2Nghipvkinhdoanhchnhlchtgi
Arbitrages
2.1.1TmkimchivthchinnghipvArbitrages
ginn(tip)pn
Ti A:
GBP/EUR = 1.4388/28
Ti B:
GBP/EUR = 1.4403/1.4612
2Nghipvkinhdoanhchnhlchtgi
Arbitrages
2.1.1NghipvArbitragesphctp
Vimtsvnbngmtngtinno,trncsthng
tinvtgitrnccthtrng,tinhnhmuavbncc
ngtincnimyttrnthtrngclinhunli
nhunArbitrages
Bc1:Lachnphngnkinhdoanh:Tmchi
Bc2:Tinhnhmuavbnccngtintheophng
nkinhdoanhchnthuclinhunArbitrages
2Nghipvkinhdoanhchnhlchtgi
Arbitrages
2.1.1NghipvArbitragesphctpVd:
Tithtrng1:EUR/USD=1,4052/40
Tithtrng2:USD/CHF=1,1807/74
Tithtrng3:EUR/CHF=1,6375/49
ngXcstinl150.000EUR.Hythchinnghipv
ArbitragesvxcnhlinhunchongXkhittcccyu
tchiphucbqua.