11-08【赵培标】五教5307 几何分析系列报告

发布者:万宏艳发布时间:2019-11-01浏览次数:335


Title:No-arbitrage analysis in a financial market

Speaker:赵培标  教授   (南京理工大学)

Time:2019年11月8日(周五)         下午   16:00-17:00

Room:东区第五教学楼  5307室


Abstract:In this note we arrive at a geometric no-arbitrage rule for a financial market, and give an equivalent relation between the classical no-arbitrage and the geometric no-arbitrage.