套汇数学

Some Measure Theoretical Lemmas

10 A Simple Counter-Example to Several Problems in the Theory of AssetPricing （1998）

10.1 Introduction and K~iown Results'.

10.2 Construction of the Example

10.3 Incomplete Markets

11 The No-Arbitrage Property under a Change of Numeraire （1995）

11.1 Introduction

11.2 Basic Theorems

11.3 Duality Relation

11.4 Hedging and Change of Numraire

12 The Existence of Absolutely Continuous Local Martingale Measures （1995）

12.1 Introduction

12.2 The Predictable Radon-Nikodym Derivative

12.3 The No-Arbitrage Property and Immediate Arbitrage.,

12.4 The Existence of an Absolutely Continuous

Local Martingale Measure

13 The Banach Space of Workable Contingent Claims in Arbitrage Theory （1997）

13.1 Introduction

13.2 Maximal Admissible Contingent Claims

13.3 The Banach Space Generated by Maximal Contingent Claims

13.4 Some Results on the Topology of

13.5 The Value of Maximal Admissible Contingent Claims on the Set Me

13.6 The Space s under a Numdraire Change

13.7 The Closure of s and Related Problems

14 The Fundamental Theorem of Asset Pricing for Unbounded Stochastic Processes （1998）

14.1 Introduction

14.2 Sigma-martingales

14.3 One-period Processes

14.4 The General Rd-valued Case

14.5 Duality Results and Maximal Elements

15 A Compactness Principle for Bounded Sequences of Martingales with Applications （1999）

15.1 Introduction

15.2 Notations and Preliminaries

15.3 An Example

15.4 A Substitute of Compactness for Bounded Subsets of H1

15.4.1 Proof of Theorem 15.A

15.4.2 Proof of Theorem 15.C

15.4.3 Proof of Theorem 15.B

15.4.4 A proof of M. Yor's Theorem ..

15.4.5 Proof of Theorem 15.D

15.5 Application

Part III Bibliography

References

《套利数学》：数学经典教材 《套利数学》包括了Models of Financial Markets on Finite Probability Spaces Utility Maximisation on Finite Probability Spaces、Bachelier and BlackScholes、The Kreps-Yan Theorem、The Dalang-Morton-Willinger Theorem A Primer in Stochastic Integration……等等。【作者简介】作者：（瑞士）戴尔贝恩（Delbaen.F.）