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~subject:"Arbitrage Pricing"
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Arbitrage Pricing
Theorie
38
Theory
38
Optionspreistheorie
16
Option pricing theory
15
Portfolio selection
15
Portfolio-Management
15
Transaction costs
13
Transaktionskosten
11
Martingal
9
Martingale
9
Hedging
8
Unvollkommener Markt
8
CAPM
7
Arbitrage pricing
6
Incomplete market
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Arbitrage
5
Capital-Asset-Pricing-Modell
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Finanzmathematik
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Portfoliomanagement
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portfolio management
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risk measures
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Black-Scholes model
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Markov chain
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Mathematical finance
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Mathematical programming
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Mathematische Optimierung
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Probability theory
4
Proportional transaction costs
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Super-replication theorem
4
Wahrscheinlichkeitsrechnung
4
Arbitrage-Pricing-Theorie
3
Efficient friction
3
Fatou property
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Foreign exchange markets
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Markowitz problem
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Martingales
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English
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Schachermayer, Walter
6
Delbaen, Freddy
2
Föllmer, Hans
1
Guasoni, Paolo
1
Jouini, Elyès
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Napp, Clotilde
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Rásonyi, Miklós
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Springer finance
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Aspects of mathematical finance
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Mathematics and financial economics
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ECONIS (ZBW)
6
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1
The notion of arbitrage and free lunch in mathematical finance
Schachermayer, Walter
- In:
Aspects of mathematical finance
,
(pp. 15-22)
.
2008
Persistent link: https://www.econbiz.de/10003653091
Saved in:
2
The mathematics of arbitrage
Delbaen, Freddy
;
Schachermayer, Walter
-
2008
-
Corrected 2. printing
Persistent link: https://www.econbiz.de/10003896513
Saved in:
3
The fundamental theorem of asset pricing for continuous processes under small transaction costs
Guasoni, Paolo
;
Rásonyi, Miklós
;
Schachermayer, Walter
- In:
Annals of finance
6
(
2010
)
2
,
pp. 157-191
Persistent link: https://www.econbiz.de/10003941214
Saved in:
4
Asymptotic arbitrage and large deviations
Föllmer, Hans
;
Schachermayer, Walter
- In:
Mathematics and financial economics
1
(
2008
)
3/4
,
pp. 213-249
Persistent link: https://www.econbiz.de/10003722526
Saved in:
5
The mathematics of arbitrage
Delbaen, Freddy
;
Schachermayer, Walter
-
2006
Persistent link: https://www.econbiz.de/10002123958
Saved in:
6
Arbitrage and state price deflators in a general intertemporal framework
Jouini, Elyès
;
Napp, Clotilde
;
Schachermayer, Walter
- In:
Journal of mathematical economics
41
(
2005
)
6
,
pp. 722-734
Persistent link: https://www.econbiz.de/10003046061
Saved in:
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