Title of article
A partial introduction to financial asset pricing theory
Author/Authors
Protter، نويسنده , , Philip، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2001
Pages
35
From page
169
To page
203
Abstract
We present an introduction to mathematical Finance Theory for mathematicians. The approach is to start with an abstract setting and then introduce hypotheses as needed to develop the theory. We present the basics of European call and put options, and we show the connection between American put options and backwards stochastic differential equations.
Keywords
Financial asset pricing theory , Arbitrage , Complete markets , Numeraire invariance , Semimartingale , Backwards stochastic differential equations , OPTIONS
Journal title
Stochastic Processes and their Applications
Serial Year
2001
Journal title
Stochastic Processes and their Applications
Record number
1576758
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