Codex Wiki
OurBigBook.com
Site
Source code
Fundamental theorem of asset pricing
Home
Mathematics
Area of mathematics
Mathematical optimization
Mathematical finance
OurBigBook.com
Words: 178
Articles: 6
In a finite market, absence of arbitrage is equivalent to the existence of an equivalent martingale measure. If that measure is unique, every contingent claim has a unique no-arbitrage price given by its discounted expectation.
Table of contents
178
6
Finite-state superhedging alternative
Fundamental theorem of asset pricing
33
European call option
Fundamental theorem of asset pricing
89
3
Put-call parity
European call option
12
Binomial call-price recursion
European call option
25
Forward-start call option
European call option
37
European put option
Fundamental theorem of asset pricing
21
Ancestors
(5)
Mathematical finance
Mathematical optimization
Area of mathematics
Mathematics
Home
Incoming links
(3)
Solution
Solution
Solution