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Graduate Seminar

Kim Weston
Carnegie Melllon University
Title: What is the Fundamental Theorem of Asset Pricing?

Abstract: I will be discussing the notion of arbitrage and risk-neutral asset pricing in a simple securities model. These two ideas are related by the Fundamental Theorem of Asset Pricing, which I will discuss and prove in our setting.

Date: Tuesday, August 24, 2010
Time: 5:30 pm
Location: Wean Hall 8220
Submitted by:  Daniel Spector