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

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書目名稱Mathematical Finance and Probability影響因子(影響力)




書目名稱Mathematical Finance and Probability影響因子(影響力)學(xué)科排名




書目名稱Mathematical Finance and Probability網(wǎng)絡(luò)公開度




書目名稱Mathematical Finance and Probability網(wǎng)絡(luò)公開度學(xué)科排名




書目名稱Mathematical Finance and Probability被引頻次




書目名稱Mathematical Finance and Probability被引頻次學(xué)科排名




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書目名稱Mathematical Finance and Probability年度引用學(xué)科排名




書目名稱Mathematical Finance and Probability讀者反饋




書目名稱Mathematical Finance and Probability讀者反饋學(xué)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

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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

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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

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,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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