Fundamental theorem of asset pricing - PDFSEARCH.IO - Document Search Engine

Fundamental theorem of asset pricing
Results: 8

#	Item
1	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 Add to Reading List Source URL: www.mat.univie.ac.at Language: English - Date: 2015-02-27 09:23:02
2	Robust Fundamental Theorem for Continuous Processes Sara Biagini∗ Bruno Bouchard† Add to Reading List Source URL: www.math.columbia.edu Language: English - Date: 2014-10-18 10:56:26 Stochastic processes Probability theory Ordinal number Martingale Local martingale Semimartingale Risk-neutral measure Fundamental theorem of asset pricing Sobolev space Statistics Martingale theory Mathematical finance
3	Finance without Probabilistic Prior Assumptions Frank Riedel∗ Institute of Mathematical Economics Bielefeld University July 6, 2011 Add to Reading List Source URL: www.parisschoolofeconomics.eu Language: English - Date: 2012-12-19 16:23:44 Stochastic 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
4	Editors: Department of Business Administration Faculty of Business Administration and Economics Passau University Germany Add to Reading List Source URL: www.wiwi.uni-passau.de Language: English - Date: 2009-03-14 09:55:18 Financial markets Economics Arbitrage Risk-neutral measure Fundamental theorem of asset pricing Futures contract Portfolio Derivative Valuation Financial economics Finance Mathematical finance
5	NBER WORKING PAPER SERIES THE RECOVERY THEOREM Stephen A. Ross Working Paper[removed]http://www.nber.org/papers/w17323 Add to Reading List Source URL: www-stat.wharton.upenn.edu Language: English - Date: 2013-12-08 15:37:01 Mathematical finance Financial risk Actuarial science Financial markets Utility Risk-neutral measure Risk premium Fundamental theorem of asset pricing Risk Financial economics Economics Finance
6	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 Add to Reading List Source URL: www.ijcb.org Language: English - Date: 2013-03-05 07:11:00 Economics Financial markets Arbitrage Yield curve Futures contract Risk-neutral measure Fundamental theorem of asset pricing Bond Economic model Financial economics Mathematical finance Finance
7	Collected Works of Stephen A. Ross: Some Highlights Add to Reading List Source URL: www.carlsonschool.umn.edu Language: English - Date: 2012-10-24 20:55:55 Finance 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
8	PDF Document Add to Reading List Source URL: www.ams.org Language: English - Date: 2004-03-24 14:59:34 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