arbitrageur


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Related to arbitrageur: hedger

ar·bi·tra·geur

 (är′bĭ-trä-zhûr′) also ar·bi·tra·ger (är′bĭ-trä′zhər)
n.
One that engages in arbitrage.

[French, from arbitrage, arbitration; see arbitrage.]
ThesaurusAntonymsRelated WordsSynonymsLegend:
Noun1.arbitrageur - someone who engages in arbitrage (who purchases securities in one market for immediate resale in another in the hope of profiting from the price differential)arbitrageur - someone who engages in arbitrage (who purchases securities in one market for immediate resale in another in the hope of profiting from the price differential)
businessman, man of affairs - a person engaged in commercial or industrial business (especially an owner or executive)
Translations

arbitrageur

[ˌɑːbɪtræˈʒɜː] Narbitrajista mf
References in periodicals archive ?
This effectively implies that arbitrageurs will have to provide hB dollars of "risk capital" funded at Libor + f where f is the funding spread over Libor faced by the arbitrageur.
prevent appraisal arbitrageurs from having the option to wait and then
Transkaryotic only marginally expanded the time available to arbitrageurs for evaluating appraisal claims and, more importantly, only affected a subset of merger transactions.
In a cash or fixed value stock swap offer, arbitrageurs only need to purchase and hold the target's stock until deal completion.
If agents do not have the ability to contractually give away their freedom to trade without counterparty restrictions, an impatient arbitrageur residing in the entry-fee-free exchange S = [pi]e can easily convince a patient agent in exchange [S.sup.*] to buy the long-term asset from him rather than in exchange [S.sup.*] because he can sell for less than p([S.sup.*]) and still make a profit.
While the former is an arbitrageur, the latter is a forward-looking speculator, acting under the uncertainty of expected future prices as bases for profit calculation in an open-ended market process.
As an arbitrageur, Kerviel was supposed to purchase one portfolio of stock index futures and simultaneously sell a similar mixture of index futures with a slightly different value, as a hedge.
For example, an arbitrageur with a simultaneous position in Treasury spot and futures markets generally cannot cross-margin.
The modern approach to forward exchange rate determination suggests that the equilibrium forward exchange rate is determined by the actions of two groups, arbitrageurs and speculators.
In these and other situations, the long-short structure provides downside protection while a skilled arbitrageur seeks to profit from mispriced assets.
By selling X short and buying Y, the arbitrageur makes a more or less guaranteed profit.