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A pénzügyi eszközök árazásának alaptétele diszkrét idejű modellekben
[The fundamental proposition of financial-resource pricing in discrete-time models]

Author

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  • Medvegyev, Péter

Abstract

A szerző a pénzügyi matematika pénzügyi módszerekkel csökkenthető kockázatainak nagyságát próbálja matematikai megfontolásokkal meghatározni. A matematikai pénzügyek legegyszerűbb állításait ismerteti, diszkrét, véges időhorizont esetén be látja az eszközárazás első és második alaptételét.* Journal of Economic Literature (JEL) kód: G12, G13.

Suggested Citation

  • Medvegyev, Péter, 2002. "A pénzügyi eszközök árazásának alaptétele diszkrét idejű modellekben [The fundamental proposition of financial-resource pricing in discrete-time models]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 597-620.
    • Handle: RePEc:ksa:szemle:547
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    References listed on IDEAS

    as
    1. Schachermayer, W., 1992. "A Hilbert space proof of the fundamental theorem of asset pricing in finite discrete time," Insurance: Mathematics and Economics, Elsevier, vol. 11(4), pages 249-257, December.
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    Cited by:

    1. Badics, Tamás, 2011. "Az arbitrázs preferenciákkal történő karakterizációjáról [On the characterization of arbitrage in terms of preferences]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(9), pages 727-742.

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    More about this item

    JEL classification:

    • G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
    • G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing

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