Solving a triangular arbitrage problem
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Solving a triangular arbitrage problem
This video shows you how to set up and solve a triangular arbitrage problem step by step. Triangular arbitrage opportunity arises when the quoted cross-rate is not aligned with the implied cross-rate obtained from dollar-exchange rates. The video shows you the transactions you can undertake and the profits you can make when a triangular ...
39.9K viewsSep 10, 2020
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