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- State_prices abstract "In financial economics, a state-price security, also called an Arrow-Debreu security (from its origins in the Arrow-Debreu model), a pure security, or a primitive security is a contract that agrees to pay one unit of a numeraire (a currency or a commodity) if a particular state occurs at a particular time in the future and pays zero numeraire in all the other states. The price of this security is the state price of this particular state of the world, which may be represented by a vector. The state price vector is the vector of state prices for all states.As such, any derivatives contract whose settlement value is a function of an underlying whose value is uncertain at contract date can be decomposed as a linear combination of its Arrow-Debreu securities, and thus as a weighted sum of its state prices.The Arrow-Debreu model (also referred to as the Arrow-Debreu-McKenzie model or ADM model) is the central model in the General Equilibrium Theory and uses state prices in the process of proving the existence of a unique general equilibrium.".
- State_prices wikiPageID "6041918".
- State_prices wikiPageLength "4540".
- State_prices wikiPageOutDegree "14".
- State_prices wikiPageRevisionID "659390421".
- State_prices wikiPageWikiLink Arrow-Debreu_model.
- State_prices wikiPageWikiLink Arrow–Debreu_model.
- State_prices wikiPageWikiLink Category:Economics_of_uncertainty.
- State_prices wikiPageWikiLink Complete_market.
- State_prices wikiPageWikiLink Concave_function.
- State_prices wikiPageWikiLink Continuous_random_variable.
- State_prices wikiPageWikiLink Financial_economics.
- State_prices wikiPageWikiLink General_equilibrium.
- State_prices wikiPageWikiLink General_equilibrium_theory.
- State_prices wikiPageWikiLink Incomplete_markets.
- State_prices wikiPageWikiLink Integral.
- State_prices wikiPageWikiLink Integration_(mathematics).
- State_prices wikiPageWikiLink Numeraire.
- State_prices wikiPageWikiLink Numéraire.
- State_prices wikiPageWikiLink Probability_distribution.
- State_prices wikiPageWikiLink Rational_expectations.
- State_prices wikiPageWikiLink State_price_density.
- State_prices wikiPageWikiLink Stochastic_discount_factor.
- State_prices wikiPageWikiLink Utility.
- State_prices wikiPageWikiLinkText "State prices".
- State_prices wikiPageWikiLinkText "arrow securities".
- State_prices wikiPageWikiLinkText "state price".
- State_prices wikiPageWikiLinkText "state".
- State_prices wikiPageWikiLinkText "state-contingent securities".
- State_prices wikiPageWikiLinkText "states".
- State_prices hasPhotoCollection State_prices.
- State_prices wikiPageUsesTemplate Template:Economics.
- State_prices wikiPageUsesTemplate Template:Reflist.
- State_prices subject Category:Economics_of_uncertainty.
- State_prices hypernym Contract.
- State_prices type Article.
- State_prices type Company.
- State_prices type Article.
- State_prices type Page.
- State_prices comment "In financial economics, a state-price security, also called an Arrow-Debreu security (from its origins in the Arrow-Debreu model), a pure security, or a primitive security is a contract that agrees to pay one unit of a numeraire (a currency or a commodity) if a particular state occurs at a particular time in the future and pays zero numeraire in all the other states. The price of this security is the state price of this particular state of the world, which may be represented by a vector.".
- State_prices label "State prices".
- State_prices sameAs m.0fm2jp.
- State_prices sameAs Q7603857.
- State_prices sameAs Q7603857.
- State_prices wasDerivedFrom State_prices?oldid=659390421.
- State_prices isPrimaryTopicOf State_prices.