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Arbitrage Pricing of Contingent Claims

  • Sigrid Müller
Book

Part of the Lecture Note in Economics and Mathematical Systems book series (LNE, volume 254)

Table of contents

  1. Front Matter
    Pages I-VIII
    PDF
  2. Introduction
    Sigrid Müller
    Pages 1-5
  3. The Valuation of Contingent Claims: A Survey
    Sigrid Müller
    Pages 6-15
  4. Existence of Consistent Price Systems
    Sigrid Müller
    Pages 16-28
  5. The Continuous-time Trading Model
    Sigrid Müller
    Pages 29-88
  6. Extensions of the BLACK/SCHOLES Model
    Sigrid Müller
    Pages 89-110
  7. From Preference-free to Preference-dependent Valuations of Contingent Claims: the Hedge Approach in Incomplete Models
    Sigrid Müller
    Pages 111-123
  8. Conclusion
    Sigrid Müller
    Pages 124-126
  9. Back Matter
    Pages 127-156
    PDF

About this book

Keywords

Europe research survey university

Authors and affiliations

  • Sigrid Müller
    • 1
  1. 1.Institut für Gesellschafts- und WirtschaftswissenschaftenUniversität BonnBonn 1Germany

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-642-46560-4
  • Copyright Information Springer-Verlag Berlin Heidelberg 1985
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Springer Book Archive
  • Print ISBN 978-3-540-15973-5
  • Online ISBN 978-3-642-46560-4
  • Series Print ISSN 0075-8442
  • Buy this book on publisher's site
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