Titlebook: Mathematical Finance and Probability; A Discrete Introduct Pablo Koch Medina,Sandro Merino Textbook 2003 Birkh�user Verlag 2003 Asset Prici

弄混

书目名称Mathematical Finance and Probability影响因子(影响力)




书目名称Mathematical Finance and Probability影响因子(影响力)学科排名




书目名称Mathematical Finance and Probability网络公开度




书目名称Mathematical Finance and Probability网络公开度学科排名




书目名称Mathematical Finance and Probability被引频次




书目名称Mathematical Finance and Probability被引频次学科排名




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书目名称Mathematical Finance and Probability年度引用学科排名




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书目名称Mathematical Finance and Probability读者反馈学科排名

MORPH

Positive Linear Functionals, constitutes the main technical tool for the proofs of the fundamental theorems of contingent claim pricing. Positive functionals play a prominent role in our considerations since they correspond to pricing functionals in arbitrage-free markets. The linear algebra needed here is summarized in Append

Clumsy

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巩固

DAUNT

Multi-Period Models:The Main Issues,n proceed to establish the equivalence of the existence of a linear pricing functional and the validity of the Law of One Price. The next step is the equivalence of the existence of strongly positive linear pricing functionals and the absence of arbitrage opportunities. We finalize the chapter by tr

CLAMP

阴谋

The Fundamental Theorems of Asset Pricing, equivalent martingale measures in terms of absence of arbitrage and market completeness, respectively. We mimic the approach adopted in Chapter 6 for one-period models. Compared to the one-period case, the only additional difficulty is essentially, that the proof of the correspondence between stric

hieroglyphic

,The Cox—Ross—Rubinstein Model,ulti-period generalization of the one-period model considered in Chapter 2. Building on this model and the central limit theorem, Chapter 14 will provide a complete derivation of the celebrated Black—Scholes option pricing formula.

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