Lecture

Dynamic Arbitrage: Asset Pricing

In course

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Description

This lecture covers the concept of self-financing strategies in asset pricing models, the first fundamental theorem of asset pricing, the absence of arbitrage opportunities, and the extension of pricing theorems to dividend-paying stocks.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_yqo2f1bn

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Ontological neighbourhood

Mathematics

Probability theory: Topics in probability theory

Economics

Microeconomics: Financial economics

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