May, 2023
Fundamental Theorem of Asset Pricing is one of the pillars supporting the modern theory of Mathematical Finance.
January, 2020 by Ashwin Rao - ICME, Stanford University
A Simple and Intuitive Coverage of The Fundamental Theorems of Asset Pricing
January, 2014
Abstract
This paper consists of two parts. In the first part we prove the fundamental theorem of asset pricing under short sales prohibitions in continuous-time financial models where asset prices are driven by nonnegative, locally bounded semimartingales. A key step in this proof is an extension of a well-known result of Ansel and Stricker. In the second part we study the hedging problem in these models and connect it to a properly defined property of "maximality" of contingent claims.
December, 2010
Learn key classical models of finance through an applied probability approach.
Master stochastic calculus.
2003 by Richard F. Bass
Introduction
DSA ADS Course - 2023
This DSA ADS course is part of a series of courses that demonstrate how to use applied data science with high performance compute and high quality data to optimize decision making in real world investing / trading scenarios.
DSA ADS Course - 2023
This DSA ADS course is part of a series of courses that demonstrate how to use applied data science with high performance compute and high quality data to optimize decision making in real world investing / trading scenarios.
Discuss experiments in evolution and learning as applied to financial markets: descriptive, individual decision, and field experiments.
DSA External Course, 2023
This DSA ADS course is part of a series of courses that demonstrate how to use applied data science with high performance compute and high quality data to optimize decision making in real world investing / trading scenarios.
Discuss fractals.
Discuss multifractal (multiscaling) attributes of time series of returns in stock markets.
Introduce a direct geometrical framework in attempt to understand underlying market dynamics and time series.