Endoscope 发表于 2025-3-25 03:50:39

Lectures on Financial Mathematics978-3-031-02399-6Series ISSN 1938-1743 Series E-ISSN 1938-1751

Ancillary 发表于 2025-3-25 11:06:22

The Fundamental Theorems of Asset Pricing,In this chapter, we illuminate the importance of martingale measures, and their relation to asset pricing, the no arbitrage condition, and to market completeness. We use the definitions from the previous chapter. Recall the definition of martingale:

不透明 发表于 2025-3-25 13:29:47

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CLOWN 发表于 2025-3-25 22:56:59

Book 2010rete setting of models for which the set of possible states is finite and so is the set of possible trading times--this includes the popular binomial tree model. This setting has the advantage of being fairly general while not requiring a sophisticated understanding of analysis at the graduate level

富足女人 发表于 2025-3-26 02:48:10

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查看完整版本: Titlebook: Lectures on Financial Mathematics; Discrete Asset Prici Greg Anderson,Alec N. Kercheval Book 2010 Springer Nature Switzerland AG 2010