The Fundamental Theorem of Asset Pricing

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"These lecture notes treat various versions of the so-called “fundamental theorem of asset pricing”. Many students are familiar with statements about models for financial markets saying that “absence of arbitrage” and the existence of an “equivalent martingale measure” are in some sense equivalent. The purpose of these notes is to present and explain mathematical results making such statements precise"

Harry van Zanten

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Asset Pricing | Functional Analysis | Kreps-Yan Theorem | Martingale Theory |

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Added	17 Jan 2009
Updated	17 Jan 2009
Year	2008
Authors	Harry van Zanten

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The Fundamental Theorem of Asset Pricing

Asset Pricing | Functional Analysis | Kreps-Yan Theorem | Martingale Theory |

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