Fundamental theorem of asset pricing

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A MODEL-FREE VERSION OF THE FUNDAMENTAL THEOREM OF ASSET PRICING AND THE SUPER-REPLICATION THEOREM ‡ , F. PENKNER‡ , AND W. SCHACHERMAYER‡ ¨ B. ACCIAIO†‡ , M. BEIGLBOCK

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Source URL: www.mat.univie.ac.at

Language: English - Date: 2015-02-27 09:23:02
    2Stochastic processes / Probability theory / Ordinal number / Martingale / Local martingale / Semimartingale / Risk-neutral measure / Fundamental theorem of asset pricing / Sobolev space / Statistics / Martingale theory / Mathematical finance

    Robust Fundamental Theorem for Continuous Processes Sara Biagini∗ Bruno Bouchard†

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    Source URL: www.math.columbia.edu

    Language: English - Date: 2014-10-18 10:56:26
    3Stochastic processes / Mathematical sciences / Probability theory / Martingale theory / Fundamental theorem of asset pricing / Financial markets / Risk-neutral measure / Martingale / Probability space / Mathematical finance / Statistics / Financial economics

    Finance without Probabilistic Prior Assumptions Frank Riedel∗ Institute of Mathematical Economics Bielefeld University July 6, 2011

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    Source URL: www.parisschoolofeconomics.eu

    Language: English - Date: 2012-12-19 16:23:44
    4Financial markets / Economics / Arbitrage / Risk-neutral measure / Fundamental theorem of asset pricing / Futures contract / Portfolio / Derivative / Valuation / Financial economics / Finance / Mathematical finance

    Editors: Department of Business Administration Faculty of Business Administration and Economics Passau University Germany

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    Source URL: www.wiwi.uni-passau.de

    Language: English - Date: 2009-03-14 09:55:18
    5Mathematical finance / Financial risk / Actuarial science / Financial markets / Utility / Risk-neutral measure / Risk premium / Fundamental theorem of asset pricing / Risk / Financial economics / Economics / Finance

    NBER WORKING PAPER SERIES THE RECOVERY THEOREM Stephen A. Ross Working Paper[removed]http://www.nber.org/papers/w17323

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    Source URL: www-stat.wharton.upenn.edu

    Language: English - Date: 2013-12-08 15:37:01
    6Economics / Financial markets / Arbitrage / Yield curve / Futures contract / Risk-neutral measure / Fundamental theorem of asset pricing / Bond / Economic model / Financial economics / Mathematical finance / Finance

    Discussion of “Term Structure Modeling with Supply Factors and the Federal Reserve’s Large-Scale Asset Purchase Programs”∗ Mark Loewenstein Robert H. Smith School of Business, University of Maryland

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    Source URL: www.ijcb.org

    Language: English - Date: 2013-03-05 07:11:00
    7Finance / Capital asset pricing model / Arbitrage pricing theory / Stephen Ross / Security market line / Fundamental theorem of asset pricing / Risk / Arbitrage / Principal–agent problem / Financial economics / Mathematical finance / Economics

    Collected Works of Stephen A. Ross: Some Highlights

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    Source URL: www.carlsonschool.umn.edu

    Language: English - Date: 2012-10-24 20:55:55
    8Finance / Fundamental theorem of asset pricing / Risk-neutral measure / Arbitrage / No free lunch with vanishing risk / Black–Scholes / Martingale / Futures contract / Local martingale / Mathematical finance / Financial economics / Statistics

    PDF Document

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    Source URL: www.ams.org

    Language: English - Date: 2004-03-24 14:59:34
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