Callow 发表于 2025-3-21 16:23:03

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使显得不重要 发表于 2025-3-21 22:41:15

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ROOF 发表于 2025-3-22 02:57:03

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物种起源 发表于 2025-3-22 08:10:42

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DUCE 发表于 2025-3-22 10:44:45

https://doi.org/10.1007/978-3-211-36706-3This chapter extends the concept of arbitrage to encompass approximate arbitrage and develops the arbitrage pricing technique (or APT); this may be interpreted as a generalisation of the version of the CAPM developed in Chapter 3.

使成波状 发表于 2025-3-22 16:20:43

Stefan Griller,Michael HoloubekThis chapter extends the basic arbitrage theorem to a many-period setting. It commences by using static arbitrage to explain forward prices, and then proceeds to explain futures prices.

Airtight 发表于 2025-3-22 21:05:45

Innerstaatliches Organisationsrecht,This chapter continues the application of the basic arbitrage theorem in a many-period setting to value call and put options, and thus to value all derivative securities.

muster 发表于 2025-3-22 21:29:06

https://doi.org/10.1007/978-3-211-74431-4This chapter explores, by way of a brief coda, one much-discussed implication of the concept of arbitrage: the hypothesis that security prices reflect all available information.

ELATE 发表于 2025-3-23 02:15:32

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sclera 发表于 2025-3-23 08:20:15

The Basic Arbitrage TheoremThis chapter formalises some of the concepts introduced in Chapter 1 and uses these to establish the basic arbitrage theorem, that in the absence of arbitrage security prices may be expressed as expected discounted values.
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查看完整版本: Titlebook: Arbitrage; Elements of Financia Michael Allingham Book 1991 Michael Allingham 1991 asset pricing.Futures.Options.investments and securities