Gotowe bibliografie tematyczne / Fundamental Theorem of Finance

Spis treści

  1. Artykuły w czasopismach
  2. Rozprawy doktorskie
  3. Książki
  4. Części książek
  5. Streszczenia konferencji
  6. Raporty organizacyjne

Gotowa bibliografia na temat „Fundamental Theorem of Finance”

Autor: Grafiati
Data publikacji: 7 grudnia 2024

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Artykuły w czasopismach na temat "Fundamental Theorem of Finance"

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Brown, Martin, and Tomasz Zastawniak. "Fundamental Theorem of Asset Pricing under fixed and proportional transaction costs." Annals of Finance 16, no. 3 (2020): 423–33. http://dx.doi.org/10.1007/s10436-020-00367-z.

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Chernyi, A. S. "The vector stochastic integral in the first fundamental theorem of the mathematics of finance." Russian Mathematical Surveys 53, no. 4 (1998): 866–67. http://dx.doi.org/10.1070/rm1998v053n04abeh000062.

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Guasoni, Paolo, Miklós Rásonyi, and Walter Schachermayer. "The fundamental theorem of asset pricing for continuous processes under small transaction costs." Annals of Finance 6, no. 2 (2008): 157–91. http://dx.doi.org/10.1007/s10436-008-0110-x.

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BIELECKI, TOMASZ R., IGOR CIALENCO, ISMAIL IYIGUNLER, and RODRIGO RODRIGUEZ. "DYNAMIC CONIC FINANCE: PRICING AND HEDGING IN MARKET MODELS WITH TRANSACTION COSTS VIA DYNAMIC COHERENT ACCEPTABILITY INDICES." International Journal of Theoretical and Applied Finance 16, no. 01 (2013): 1350002. http://dx.doi.org/10.1142/s0219024913500027.

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In this paper we present a theoretical framework for determining dynamic ask and bid prices of derivatives using the theory of dynamic coherent acceptability indices in discrete time. We prove a version of the First Fundamental Theorem of Asset Pricing using the dynamic coherent risk measures. We introduce the dynamic ask and bid prices of a derivative contract in markets with transaction costs. Based on these results, we derive a representation theorem for the dynamic bid and ask prices in terms of dynamically consistent sequence of sets of probability measures and risk-neutral measures. To i
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Teeple, Keisuke. "Surprise and default in general equilibrium." Theoretical Economics 18, no. 4 (2023): 1547–83. http://dx.doi.org/10.3982/te4943.

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I model an incomplete markets economy where unaware agents do not perceive all states of nature, so unintended default can occur when asset returns differ from what was perceived. The presence of default plays a crucial role in the proof of existence—particularly in economies where beliefs are biased—by removing perceived arbitrage opportunities with respect to delivery‐adjusted asset returns. The First Fundamental Welfare Theorem fails because of default and pecuniary inefficiencies, but the Second Fundamental Welfare Theorem holds for economies with no aggregate risk. Welfare is shown to not
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ALLAJ, ERINDI. "IMPLICIT TRANSACTION COSTS AND THE FUNDAMENTAL THEOREMS OF ASSET PRICING." International Journal of Theoretical and Applied Finance 20, no. 04 (2017): 1750024. http://dx.doi.org/10.1142/s0219024917500248.

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This paper studies arbitrage pricing theory in financial markets with implicit transaction costs. We extend the existing theory to include the more realistic possibility that the price at which the investors trade is dependent on the traded volume. The investors in the market always buy at the ask and sell at the bid price. Implicit transaction costs are composed of two terms, one is able to capture the bid-ask spread, and the second the price impact. Moreover, a new definition of a self-financing portfolio is obtained. The self-financing condition suggests that continuous trading is possible,
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Acciaio, B., M. Beiglböck, F. Penkner, and W. Schachermayer. "A MODEL-FREE VERSION OF THE FUNDAMENTAL THEOREM OF ASSET PRICING AND THE SUPER-REPLICATION THEOREM." Mathematical Finance 26, no. 2 (2013): 233–51. http://dx.doi.org/10.1111/mafi.12060.

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ALLEN, DOUGLAS W. "The Coase theorem: coherent, logical, and not disproved." Journal of Institutional Economics 11, no. 2 (2014): 379–90. http://dx.doi.org/10.1017/s1744137414000083.

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Abstract:There exists a long line of challengers to the ‘Coase Theorem’. All of these rest on fundamental misconceptions of property rights, transaction costs, and their interaction. Here I examine two attacks that have gone unchallenged: one by Halpin, the other by Usher. I argue that both, in failing to either use or understand an adequate definition of transaction costs, fail to deliver a fatal blow to Coase's famous idea.
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FRAHM, GABRIEL. "CORRIGENDUM: “PRICING AND VALUATION UNDER THE REAL-WORLD MEASURE”." International Journal of Theoretical and Applied Finance 21, no. 04 (2018): 1892001. http://dx.doi.org/10.1142/s0219024918920012.

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In order to prove the third fundamental theorem of asset pricing for financial markets with infinite lifetime [G. Frahm (2016) Pricing and valuation under the real-world measure, International Journal of Theoretical and Applied Finance 19, 1650006], we shall assume that the discounted price process is locally bounded. Otherwise, some principal results developed by [F. Delbaen & W. Schachermayer (1997) The Banach space of workable contingent claims in arbitrage theory, Annales de l’Institut Henri Poincaré 1, 114–144] cannot be applied.
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Vazifedan, Mehdi, and Qiji Jim Zhu. "No-Arbitrage Principle in Conic Finance." Risks 8, no. 2 (2020): 66. http://dx.doi.org/10.3390/risks8020066.

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In a one price economy, the Fundamental Theorem of Asset Pricing (FTAP) establishes that no-arbitrage is equivalent to the existence of an equivalent martingale measure. Such an equivalent measure can be derived as the normal unit vector of the hyperplane that separates the attainable gain subspace and the convex cone representing arbitrage opportunities. However, in two-price financial models (where there is a bid–ask price spread), the set of attainable gains is not a subspace anymore. We use convex optimization, and the conic property of this region to characterize the “no-arbitrage” princi
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Rozprawy doktorskie na temat "Fundamental Theorem of Finance"

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Gallo, Andrea. "The Kolmogorov Operator and its Applications in Finance." Bachelor's thesis, Alma Mater Studiorum - Università di Bologna, 2017. http://amslaurea.unibo.it/13815/.

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Nella tesi parliamo di una classe di operatori differenziali alle derivate parziali. In particolar modo dell'operatore di Kolmogorov, operatore degenere ma, grazie al celebre Teorema di Hormander, ipoellittico. Nei primi tre capitoli presentiamo una beve introduzione alla teoria dei gruppi di Lie stratificati, mostrandone alcune proprietà, in cui rientrano anche i K-gruppi dove incontriamo l'operatore di Kolmogorov. Nel quarto capitolo grande spazio è dato all'applicazione finanziaria del lavoro: la soluzione di un problema di Cauchy con l'equazione di Kolmogorov è il prezzo d'arbitraggio di u
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Shibalovich, Paul. "Fundamental theorem of algebra." CSUSB ScholarWorks, 2002. https://scholarworks.lib.csusb.edu/etd-project/2203.

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The fundamental theorem of algebra (FTA) is an important theorem in algebra. This theorem asserts that the complex field is algebracially closed. This thesis will include historical research of proofs of the fundamental theorem of algebra and provide information about the first proof given by Gauss of the theorem and the time when it was proved.
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Singh, Jesper. "On the fundamental theorem of calculus." Thesis, Umeå universitet, Institutionen för matematik och matematisk statistik, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-103809.

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The Riemann integral has many flaws, some that becomes visible in the fundamental theorem of calculus. The main point of this essay is to introduce the gauge integral, and prove a much more suitable version of that theorem.<br>Riemannintegralen har många brister. Vissa utav dessa ser man i integralkalkylens huvudsats. Huvudmålet med denna uppsats är att introducera gauge integralen och visa en mer lämplig version av huvudsatsen.
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Backwell, Alex. "Recovery theorem: expounded and applied." Master's thesis, University of Cape Town, 2014. http://hdl.handle.net/11427/8531.

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Includes bibliographical references.<br>This dissertation is concerned with Ross' (2011) Recovery Theorem. It is generally held that a forward-looking probability distribution is unobtainable from derivative prices, because the market's risk-preferences are conceptually inextricable from the implied real-world distribution. Ross' result recovers this distribution without making the strong preference assumptions assumed necessary under the conventional paradigm. This dissertation aims to give the reader a thorough understanding of Ross Recovery, both from a theoretical and practical point of vi
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McCallum, Rupert Gordon Mathematics &amp Statistics Faculty of Science UNSW. "Generalisations of the fundamental theorem of projective geometry." Publisher:University of New South Wales. Mathematics & Statistics, 2009. http://handle.unsw.edu.au/1959.4/43385.

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The fundamental theorem of projective geometry states that a mapping from a projective space to itself whose range has a sufficient number of points in general position is a projective transformation possibly combined with a self-homomorphism of the underlying field. We obtain generalisations of this in many directions, dealing with the case where the mapping is only defined on an open subset of the underlying space, or a subset of positive measure, and dealing with many different spaces over many different rings.
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Cohen, Jeremy S. (Jeremy Stein) 1975. "Implementation and application of the fundamental theorem of probability." Thesis, Massachusetts Institute of Technology, 1998. http://hdl.handle.net/1721.1/46277.

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Thesis (M.Eng. and S.B.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 1998.<br>Includes bibliographical references (leaves 64-65).<br>The "RIK" (Reasoning with Incomplete Knowledge) algorithm, a mathematical programming based algorithm for performing probabilistic inference on (possibly) incompletely specified systems of discrete events is reviewed and implemented. Developed by Myers, Freund, and Kaufman, it is a tractable reformulation of the computational approach implicit to the Fundamental Theorem of Probability as stated by De Finetti and e
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Hayes, Mark Gerard. "Investment and finance under fundamental uncertainty." Thesis, University of Sunderland, 2003. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.275518.

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Delbaen, Freddy, and Walter Schachermayer. "The fundamental theorem of asset pricing for unbounded stochastic processes." SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, 1999. http://epub.wu.ac.at/850/1/document.pdf.

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The Fundamental Theorem of Asset Pricing states - roughly speaking - that the absence of arbitrage possibilities for a stochastic process S is equivalent to the existence of an equivalent martingale measure for S. It turns out that it is quite hard to give precise and sharp versions of this theorem in proper generality, if one insists on modifying the concept of "no arbitrage" as little as possible. It was shown in [DS94] that for a locally bounded R^d-valued semi-martingale S the condition of No Free Lunch with Vanishing Risk is equivalent to the existence of an equivalent local martingale me
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Bartolini, Gabriel. "On Poicarés Uniformization Theorem." Thesis, Linköping University, Department of Mathematics, 2006. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-7968.

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<p>A compact Riemann surface can be realized as a quotient space $\mathcal{U}/\Gamma$, where $\mathcal{U}$ is the sphere $\Sigma$, the euclidian plane $\mathbb{C}$ or the hyperbolic plane $\mathcal{H}$ and $\Gamma$ is a discrete group of automorphisms. This induces a covering $p:\mathcal{U}\rightarrow\mathcal{U}/\Gamma$.</p><p>For each $\Gamma$ acting on $\mathcal{H}$ we have a polygon $P$ such that $\mathcal{H}$ is tesselated by $P$ under the actions of the elements of $\Gamma$. On the other hand if $P$ is a hyperbolic polygon with a side pairing satisfying certain conditions, then the group
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Lacaussade, Charles-Thierry. "Evaluation d'actifs financiers et frictions de marché." Electronic Thesis or Diss., Université Paris sciences et lettres, 2024. http://www.theses.fr/2024UPSLD021.

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Cette thèse vise à fournir des méthodes théoriques et empiriques innovantes dans le cadre de l'évaluation des actifs financiers aux chercheurs en économie, aux teneurs de marché et aux différents acteurs de marché, dont les courtiers, les négociants, les gestionnaires d'actifs et les régulateurs. Nous proposons une extension du théorème fondamental de l'évaluation des actifs (FTAP) adaptée aux marchés présentant des frictions financières. Par conséquent, nos méthodes d'évaluation des actifs permettent d'obtenir un système de prix présentant des bid-ask spreads (écarts entre le prix d’achat et
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Książki na temat "Fundamental Theorem of Finance"

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Fine, Benjamin, and Gerhard Rosenberger. The Fundamental Theorem of Algebra. Springer New York, 1997. http://dx.doi.org/10.1007/978-1-4612-1928-6.

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Benjamin, Fine. The fundamental theorem of algebra. Springer, 1997.

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National Institute of Public Finance and Policy (India), ed. The second fundamental theorem of positive economics. National Institute of Public Finance and Policy, 2012.

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Ross, Stephen A. Fundamentals of corporate finance. 5th ed. Irwin/McGraw-Hill, 2000.

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Ross, Stephen A. Fundamentals of corporate finance. 2nd ed. Irwin, 1993.

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Ross, Stephen A. Fundamentals of corporate finance. 6th ed. McGraw-Hill/Irwin, 2003.

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Ross, Stephen A. Fundamentals of corporate finance. 8th ed. McGraw-Hill/Irwin, 2008.

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Ross, Stephen A. Fundamentals of corporate finance. 6th ed. McGraw-Hill/Irwin, 2003.

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Ross, Stephen A. Fundamentals of corporate finance. 4th ed. Irwin/McGraw-Hill, 1998.

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Ross, Stephen A. Fundamentals of corporate finance. 4th ed. Irwin/McGraw-Hill, 1998.

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Części książek na temat "Fundamental Theorem of Finance"

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Elliott, Robert J., and P. Ekkehard Kopp. "The Fundamental Theorem of Asset Pricing." In Springer Finance. Springer New York, 1999. http://dx.doi.org/10.1007/978-1-4757-7146-6_3.

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Johnson, Timothy. "The Fundamental Theorem of Asset Pricing." In Ethics in Quantitative Finance. Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-61039-9_11.

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Kardaras, Constantinos. "Finitely Additive Probabilities and the Fundamental Theorem of Asset Pricing." In Contemporary Quantitative Finance. Springer Berlin Heidelberg, 2010. http://dx.doi.org/10.1007/978-3-642-03479-4_2.

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Dybvig, H., and S. A. Ross. "The Fundamental Theorems of Asset Pricing." In Mathematical Finance and Probability. Birkhäuser Basel, 2003. http://dx.doi.org/10.1007/978-3-0348-8041-1_11.

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Frittelli, Marco, and Peter Lakner. "Arbitrage and Free Lunch in a General Financial Market Model; The Fundamental Theorem of Asset Pricing." In Mathematical Finance. Springer New York, 1995. http://dx.doi.org/10.1007/978-1-4757-2435-6_7.

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McClain, William Martin. "The fundamental theorem." In Symmetry Theory in Molecular Physics with Mathematica. Springer New York, 2009. http://dx.doi.org/10.1007/b13137_7.

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Packel, Ed, and Stan Wagon. "The Fundamental Theorem." In Animating Calculus. Springer New York, 1997. http://dx.doi.org/10.1007/978-1-4612-2408-2_11.

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Edwards, Harold M. "A Fundamental Theorem." In Essays in Constructive Mathematics. Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-030-98558-5_1.

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König, Steffen. "Rickard's fundamental theorem." In Lecture Notes in Mathematics. Springer Berlin Heidelberg, 1998. http://dx.doi.org/10.1007/bfb0096369.

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Borgstede, Matthias. "Fisher’s Fundamental Theorem." In Encyclopedia of Sexual Psychology and Behavior. Springer International Publishing, 2023. http://dx.doi.org/10.1007/978-3-031-08956-5_994-1.

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Streszczenia konferencji na temat "Fundamental Theorem of Finance"

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Stepanova, Maria. "APPLYING KOLMOGOROV COMPLEXITY FOR HIGH LOAD BALANCING BETWEEN DISTRIBUTED COMPUTING SYSTEM NODES." In eLSE 2019. Carol I National Defence University Publishing House, 2019. http://dx.doi.org/10.12753/2066-026x-19-050.

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Nowadays there is a huge growth of massive amount of data generated by different sources at real time or near real time. Generally data is heterogeneous by its content and exists at every human sphere such as education, government, finance, medicine and so on. This paper is about the possibility to use the Kolmogorov complexity as a technological innovation in such an area as engineering education. The Introduction section describes fundamental issues (data storage, data security and high speed access to data) from the point of view of software for teaching's choose. The first part of the pape
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Hou, Bo, Zilong Zhang, and Bingling Cai. "The Fundamental Theorem of Entwined Modules." In 2009 International Conference on Computational Intelligence and Software Engineering. IEEE, 2009. http://dx.doi.org/10.1109/cise.2009.5365484.

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CHEN, WEI. "IDEOLOGICAL AND POLITICAL THEORIES TEACHING IN COMPREHENSIVE BUSINESS ENGLISH TEACHING." In 2021 International Conference on Education, Humanity and Language, Art. Destech Publications, Inc., 2021. http://dx.doi.org/10.12783/dtssehs/ehla2021/35735.

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Comprehensive Business English course is a comprehensive language practice skills course, which integrates English language knowledge, communication ability, cultural background knowledge and business knowledge. By imitating English materials in different kinds of business and cultural scenes, students can get familiar with English expression habits, cultivate English critical thinking and master fundamental English oral expression ability; by learning different subjects, students' vocabulary and discourse reading comprehension ability are to be enhanced and the basic discourse expression abil
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Wolf, Emil. "On the fundamental theorem of diffraction tomography." In 16th Congress of the International Commission for Optics: Optics as a Key to High Technology. SPIE, 1993. http://dx.doi.org/10.1117/12.2308674.

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Leng, Shukun, Dakai Guo, and Wensheng Yu. "Formalization of Dedekind Fundamental Theorem in Coq." In 2023 China Automation Congress (CAC). IEEE, 2023. http://dx.doi.org/10.1109/cac59555.2023.10450761.

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Hu, Ping, Kenneth W. Shum, and Chi Wan Sung. "The fundamental theorem of distributed storage systems revisited." In 2014 IEEE Information Theory Workshop (ITW). IEEE, 2014. http://dx.doi.org/10.1109/itw.2014.6970793.

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Mirin, Alison. "Function identity and the fundamental theorem of calculus." In 42nd Meeting of the North American Chapter of the International Group for the Psychology of Mathematics Education. PMENA, 2020. http://dx.doi.org/10.51272/pmena.42.2020-187.

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Sivanesan, Vishagan. "A No Go Theorem for Gallileon like ``Odd P-Forms''." In Frontiers of Fundamental Physics 14. Sissa Medialab, 2016. http://dx.doi.org/10.22323/1.224.0198.

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Kliber, Pawel, and Anna Rutkowska-Ziarko. "AN ALGORITHM FOR CONSTRUCTION OF A PORTFOLIO WITH A FUNDAMENTAL CRITERION." In 11th Economics & Finance Conference, Rome. International Institute of Social and Economic Sciences, 2019. http://dx.doi.org/10.20472/efc.2019.011.009.

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Falkensteiner, Sebastian, Cristhian Garay-López, Mercedes Haiech, Marc Paul Noordman, Zeinab Toghani, and François Boulier. "The fundamental theorem of tropical partial differential algebraic geometry." In ISSAC '20: International Symposium on Symbolic and Algebraic Computation. ACM, 2020. http://dx.doi.org/10.1145/3373207.3404040.

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Raporty organizacyjne na temat "Fundamental Theorem of Finance"

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Beck, Thorsten. Long-term Finance in Latin America: A Scoreboard Model. Inter-American Development Bank, 2016. http://dx.doi.org/10.18235/0007018.

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Theory and empirical work have shown that long-term finance is critical for households, firms and government and for the overall development of the economy. The development of efficient and sustainable long-term financial markets, however, depends on macroeconomic stability and an effective institutional framework. Policy initiatives, including tax policy, regulation and competition policies can also improve the availability of long-term finance within these more fundamental constraints. However, country characteristics including size and demographic structure also play an important role. When
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L��pez Fern��ndez, Jorge M., and Omar A. Hern��ndez Rodr��guez. Teaching the Fundamental Theorem of Calculus: A Historical Reflection. The MAA Mathematical Sciences Digital Library, 2012. http://dx.doi.org/10.4169/loci003803.

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Alonso-Robisco, Andrés, José Manuel Carbó, and José Manuel Carbó. Machine Learning methods in climate finance: a systematic review. Banco de España, 2023. http://dx.doi.org/10.53479/29594.

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Preventing the materialization of climate change is one of the main challenges of our time. The involvement of the financial sector is a fundamental pillar in this task, which has led to the emergence of a new field in the literature, climate finance. In turn, the use of Machine Learning (ML) as a tool to analyze climate finance is on the rise, due to the need to use big data to collect new climate-related information and model complex non-linear relationships. Considering the proliferation of articles in this field, and the potential for the use of ML, we propose a review of the academic lite
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Lucas, Brian, Kathryn Cheeseman, and Nele Van Doninck. Transformative Change for Global Biodiversity: the Role of Gender Equality and Social Inclusion. Background Notes for the Wilton Park Conference, September 2024. Institute of Development Studies, 2024. http://dx.doi.org/10.19088/k4dd.2024.058.

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This rapid evidence review provides a series of background notes to inform the Wilton Park conference on Transformative change for global biodiversity: the role of gender equality and social inclusion. The review includes notes for sessions on: Why biodiversity is a critical issue; Learning from inclusive and transformative biodiversity action; The barriers to achieving inclusive and transformative action for biodiversity; Championing the implementation of Target 22 and Target 23 as fundamental to achieving the goals of the Kunming-Montreal Global Biodiversity Framework and Inclusive biodivers
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Taşdemir, Murat, Ethem Hakan Ergeç, Hüseyin Kaya, and Özer Selçuk. ECONOMY IN THE TURKEY OF THE FUTURE. İLKE İlim Kültür Eğitim Vakfı, 2020. http://dx.doi.org/10.26414/gt010.

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Fundamental transformations await the world’s economies in the upcoming 20 years. For Turkey to be able to achieve its desired level of prosperity, current structural problems must be solved and preemptive policies must be developed regarding global developments. For Turkey to attain prosperous and virtuous society of the future, Turkey needs a sustainable, long-term, fast-growing economy based on social justice. The Economy in the Turkey of the Future report provides a holistic vision for achieving the infrastructure of the prosperous and virtuous society of the future. The report meticulousl
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Tello-Casas, Patrocinio. El papel de China como acreedor financiero internacional. Banco de España, 2024. http://dx.doi.org/10.53479/38299.

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La deuda pública de los países de ingresos bajos y medianos se sitúa en niveles históricamente elevados, lo que ha aumentado el número de países en riesgo de crisis de deuda soberana. Este aumento ha venido acompañado de un cambio importante en la composición de los acreedores internacionales, del que destaca el nuevo papel de China como un acreedor internacional relevante y, en ocasiones, como prestamista de último recurso. En este contexto, resulta de interés conocer no solo el volumen, sino también las características de la financiación concedida por las instituciones oficiales de China a o
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