Arbitrage in the International Financial Market
The aim of this paper is to study the mechanisms of arbitration operations based on the use of modern systems. The research objectives are is to investigate the mechanisms of arbitration in the securities market. The hypothesis is based on the assumption that in the conditions of the modern financial market, participants in the securities market should pay attention to world derivatives trading centers. The results of this paper are as follows: the rational use of arbitrage and derivatives in the development of a strategy for dealing with securities is a prerequisite for competitiveness in terms of risk-income ratio.