Titlebook: Arbitrage; Elements of Financia Michael Allingham Book 1991 Michael Allingham 1991 asset pricing.Futures.Options.investments and securities

Callow

書目名稱Arbitrage影響因子(影響力)




書目名稱Arbitrage影響因子(影響力)學科排名




書目名稱Arbitrage網(wǎng)絡公開度




書目名稱Arbitrage網(wǎng)絡公開度學科排名




書目名稱Arbitrage被引頻次




書目名稱Arbitrage被引頻次學科排名




書目名稱Arbitrage年度引用




書目名稱Arbitrage年度引用學科排名




書目名稱Arbitrage讀者反饋




書目名稱Arbitrage讀者反饋學科排名

使顯得不重要

ROOF

物種起源

DUCE

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.

使成波狀

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

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

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

sclera

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.