[Vortraege] Fwd: Nachtrag Vortragsankündigungen KW. 11

[Martina Fellner]

  Sehr geehrte Fakultätsmitglieder,

anbei ein Nachtrag der Vortragsankündigungen für diese Woche.

Mit freundlichen Grüßen

Martina Fellner

*Donnerstag, 14. März 2013, von 17:00 Uhr bis 18:30 Uhr, Seminarraum C 
209, UZA 4*

*Vortrag im Rahmen des Seminars Finanzmathematik *

*Marcel Nutz: "Arbitrage and Duality in Nondominated Discrete-Time Models"*

**

/Abstract: We study a nondominated model of a discrete-time financial/

/market where stocks are traded dynamically and options are available/

/for static hedging. In a general measure-theoretic setup, we show that/

/absence of arbitrage in a quasi-sure sense is equivalent to the/

/existence of a family of martingale measures with certain properties./

/In the arbitrage-free case, we show that optimal superhedging/

/strategies exist for general contingent claims, and that the minimal/

/superhedging price is given by the supremum over the martingale/

/measures. (Joint work with Bruno Bouchard.)/




-------------- next part --------------
An HTML attachment was scrubbed...
URL: <https://lists.univie.ac.at/pipermail/vortraege.mathematik/attachments/20130312/fe15c398/attachment-0001.html>
-------------- next part --------------
A non-text attachment was scrubbed...
Name: Vortragsank.KW.11.pdf
Type: application/x-octet-stream
Size: 24090 bytes
Desc: not available
URL: <https://lists.univie.ac.at/pipermail/vortraege.mathematik/attachments/20130312/fe15c398/attachment-0001.bin>
-------------- next part --------------
A non-text attachment was scrubbed...
Name: Martina_Fellner.vcf
Type: text/x-vcard
Size: 278 bytes
Desc: not available
URL: <https://lists.univie.ac.at/pipermail/vortraege.mathematik/attachments/20130312/fe15c398/attachment-0001.vcf>