Arbitrage

When one takes advantage of price differences between two, relative, financial instruments on the same trading day (e.g., during the same trading hours) by simultaneously buying and selling the opposite positions; which creates a theoretically risk-free profit.

Literatur:

Bloss, Michael; Ernst, Dietmar; Häcker, Joachim: Derivatives, 283 Seiten, 2008
[Dieser Titel bei Oldenbourg]