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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 riskneutral 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 