arbitrage

[Guest]

i work in the dealing room ( bank ) and i'm asking if there's an excel sheet
abt arbitrage ... let me explain what's arbitrage >> for ex. if u take loan
for 1 day , eur 2 mm at int. rate 2.95% ... and then u placed deposit for 1
day , eur 2 mm at int. rate 3.00% which means u make profit from these 2
transactions >> that's what we call ARBITRAGE ... takeing loan with low int.
rate and place it with high int. rate ... so is there any excel sheet abt
this idea ??

 

[Roger Govier]

Hi Mohamed

I don't know of any specific sheet on Arbitrage, but from what you
describe it would be fairly easy to set up some calculations.
In cell A1 enter the Loan rate 2.95%
in cell B1 enter the Deposit rate 3.0%
In cell C1 enter the number of days the Arbitrage is to cover

Then with your Loan of 2 million Euros entered in cell A3, in B3 enter
=IF(A3="","",A3*($B$1-$A$1)*($C$1/365))
which should return a value of 2.739726
You can copy this down column B as far as required, and enter other
values from A4 downward.

Simply varying the rates in A1 and B1 or the number of days in C1 will
recalculate the figures for you.

 

[Epinn]

I spotted a few EXCEL Arbitrage Calculators via Google. Free download. Not a clue what they are.

Epinn

i work in the dealing room ( bank ) and i'm asking if there's an excel sheet
abt arbitrage ... let me explain what's arbitrage >> for ex. if u take loan
for 1 day , eur 2 mm at int. rate 2.95% ... and then u placed deposit for 1
day , eur 2 mm at int. rate 3.00% which means u make profit from these 2
transactions >> that's what we call ARBITRAGE ... takeing loan with low int.
rate and place it with high int. rate ... so is there any excel sheet abt
this idea ??