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PRODID:-//Memento EPFL//
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SUMMARY:Absence of arbitrage revisited
DTSTART:20200212T161500
DTEND:20200212T173000
DTSTAMP:20260407T024552Z
UID:a3864a6cef788e592d4f0f4e234191fb1021da76bf661e70ee4f4860
CATEGORIES:Conferences - Seminars
DESCRIPTION:Prof. Martin Schweizer\, ETH-Zürich.\n\nAbstract\nAbsence of 
 arbitrage is a very fundamental concept in mathematical finance. However\,
  almost all definitions and results on that topic depend in a crucial way 
 on how asset prices are modeled. More precisely\, there is a strong\, and 
 counter-intuitive\, dependence on how prices are denominated. The present 
 talk therefore re-examines this classical question and proposes some first
  steps towards a resolution.\nThis is based on joint work with Daniel Bali
 nt.\n 
LOCATION:MA A1 12 https://plan.epfl.ch/?room==MA%20A1%2012
STATUS:CONFIRMED
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