Collateral choice and the fundamental theorem of asset pricing
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References listed on IDEAS
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More about this item
Keywordsfundamental theorem of asset pricing; collateral; change of numeraire; Radon Nikodym derivative; martingale measure;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-11-17 (All new papers)
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