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Finance / 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


Document Date: 2004-03-24 14:59:34

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City

Frankfurt / Vienna / Strasbourg / New York / /

Company

Cox / HP / /

Currency

EUR / /

/

IndustryTerm

actuarial applications / finance / bank / /

Organization

Technische Universität / Eidgenössisches Technische Hochschule in Zurich / /

Person

Walter Schachermayer / Freddy Delbaen / /

Position

professor of mathematics / finance professor / mathematician / professor of financial mathematics / CoxIngersoll-Ross model in finance / /

ProvinceOrState

Connecticut / /

Technology

technology of stochastic calculus / /

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