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.