Matches in DBpedia 2014 for { <http://dbpedia.org/resource/Fundamental_theorem_of_asset_pricing> ?p ?o }
Showing triples 1 to 24 of
24
with 100 triples per page.
- Fundamental_theorem_of_asset_pricing abstract "The fundamental theorems of arbitrage/finance provide necessary and sufficient conditions for a market to be arbitrage free and for a market to be complete. An arbitrage opportunity is a way of making money with no initial investment without any possibility of loss. Though arbitrage opportunities do exist briefly in real life, it has been said that any sensible market model must avoid this type of profit. The first theorem is important in that it ensures a fundamental property of market models. Completeness is a common property of market models (for instance the Black–Scholes model). A complete market is one in which every contingent claim can be replicated. Though this property is common in models, it is not always considered desirable or realistic.".
- Fundamental_theorem_of_asset_pricing wikiPageExternalLink prpr0118a.pdf.
- Fundamental_theorem_of_asset_pricing wikiPageID "442967".
- Fundamental_theorem_of_asset_pricing wikiPageRevisionID "601786903".
- Fundamental_theorem_of_asset_pricing hasPhotoCollection Fundamental_theorem_of_asset_pricing.
- Fundamental_theorem_of_asset_pricing subject Category:Fundamental_theorems.
- Fundamental_theorem_of_asset_pricing subject Category:Mathematical_finance.
- Fundamental_theorem_of_asset_pricing type Abstraction100002137.
- Fundamental_theorem_of_asset_pricing type Communication100033020.
- Fundamental_theorem_of_asset_pricing type FundamentalTheorems.
- Fundamental_theorem_of_asset_pricing type Message106598915.
- Fundamental_theorem_of_asset_pricing type Proposition106750804.
- Fundamental_theorem_of_asset_pricing type Statement106722453.
- Fundamental_theorem_of_asset_pricing type Theorem106752293.
- Fundamental_theorem_of_asset_pricing comment "The fundamental theorems of arbitrage/finance provide necessary and sufficient conditions for a market to be arbitrage free and for a market to be complete. An arbitrage opportunity is a way of making money with no initial investment without any possibility of loss. Though arbitrage opportunities do exist briefly in real life, it has been said that any sensible market model must avoid this type of profit.".
- Fundamental_theorem_of_asset_pricing label "Fundamental theorem of asset pricing".
- Fundamental_theorem_of_asset_pricing label "無裁定価格理論".
- Fundamental_theorem_of_asset_pricing sameAs 無裁定価格理論.
- Fundamental_theorem_of_asset_pricing sameAs m.0292mr.
- Fundamental_theorem_of_asset_pricing sameAs Q5508973.
- Fundamental_theorem_of_asset_pricing sameAs Q5508973.
- Fundamental_theorem_of_asset_pricing sameAs Fundamental_theorem_of_asset_pricing.
- Fundamental_theorem_of_asset_pricing wasDerivedFrom Fundamental_theorem_of_asset_pricing?oldid=601786903.
- Fundamental_theorem_of_asset_pricing isPrimaryTopicOf Fundamental_theorem_of_asset_pricing.