Market-Consistent Prices

Pablo Koch-Medina () and Cosimo Munari ()
Additional contact information
Pablo Koch-Medina: University of Zurich, Department of Banking and Finance
Cosimo Munari: University of Zurich, Department of Banking and Finance

in Springer Books from Springer

Date: 2020
ISBN: 978-3-030-39724-1
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Chapters in this book:

Ch 1 Random Variables: Linearity and Order

Pablo Koch-Medina and Cosimo Munari

Ch 2 Probabilities and Expectations

Pablo Koch-Medina and Cosimo Munari

Ch 3 Random Variables: Topology and Geometry

Pablo Koch-Medina and Cosimo Munari

Ch 4 Extensions of Linear Functionals

Pablo Koch-Medina and Cosimo Munari

Ch 5 Single-Period Financial Markets

Pablo Koch-Medina and Cosimo Munari

Ch 6 Market-Consistent Prices for Replicable Payoffs

Pablo Koch-Medina and Cosimo Munari

Ch 7 Fundamental Theorem of Asset Pricing

Pablo Koch-Medina and Cosimo Munari

Ch 8 Market-Consistent Prices for General Payoffs

Pablo Koch-Medina and Cosimo Munari

Ch 9 Random Variables: Information and Measurability

Pablo Koch-Medina and Cosimo Munari

Ch 10 Conditional Probabilities and Expectations

Pablo Koch-Medina and Cosimo Munari

Ch 11 Conditional Linear Functionals

Pablo Koch-Medina and Cosimo Munari

Ch 12 Extensions of Conditional Linear Functionals

Pablo Koch-Medina and Cosimo Munari

Ch 13 Information and Stochastic Processes

Pablo Koch-Medina and Cosimo Munari

Ch 14 Multi-Period Financial Markets

Pablo Koch-Medina and Cosimo Munari

Ch 15 Market-Consistent Prices for Replicable Payoffs

Pablo Koch-Medina and Cosimo Munari

Ch 16 Fundamental Theorem of Asset Pricing

Pablo Koch-Medina and Cosimo Munari

Ch 17 Market-Consistent Prices for General Payoffs

Pablo Koch-Medina and Cosimo Munari

Ch 18 Market-Consistent Prices for Payoff Streams

Pablo Koch-Medina and Cosimo Munari

Ch 19 Market-Consistent Prices for American Options

Pablo Koch-Medina and Cosimo Munari

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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprbok:978-3-030-39724-1

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DOI: 10.1007/978-3-030-39724-1

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