Title page for E-project-042408-140825

Project Type MQP

Submission date 2008-04-24

Authors
Tyler A Chase, MA
Michael Anonuevo Tiu, MA

URN E-project-042408-140825

Title Discussions of No Arbitrage in Financial Markets

Advisor
Sayit, Hasanjan, MA

Availability unrestricted

Abstract
We consider a financial market with one continuous time risky price process and one continuous time risk-free price process. We assume all the trading takes place at finitely many time points in this market. We provide necessary and suffcient conditions on the discounted price process so that the market does not admit arbitrage possibilities.

Files
finalreport.pdf

Browse by Author | Browse by Department | Search all available E-projects

Questions? Email project-questions@wpi.edu
Maintained by webmaster@wpi.edu

Project Type	MQP
Submission date	2008-04-24
Authors	Tyler A Chase, MA Michael Anonuevo Tiu, MA
URN	E-project-042408-140825
Title	Discussions of No Arbitrage in Financial Markets
Advisor	Sayit, Hasanjan, MA
Availability	unrestricted
Abstract We consider a financial market with one continuous time risky price process and one continuous time risk-free price process. We assume all the trading takes place at finitely many time points in this market. We provide necessary and suffcient conditions on the discounted price process so that the market does not admit arbitrage possibilities.
Files	finalreport.pdf