Collateral once again

被引：3
|
作者：
Orrillo, J [1 ]
机构：
[1] Univ Catolica Brasilia, SGAN, BR-70790000 Brasilia, DF, Brazil
来源：
ECONOMICS LETTERS | 2005年 / 87卷 / 01期
关键词：
arbitrage opportunity; exogenous collateral;
D O I：
10.1016/j.econlet.2004.08.011
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
This paper shows how collateral is used to prove the second part of the fundamental theorem of asset pricing in a collateral-default setting, which connects the concept of an arbitrage-free price with the solution of the individual utility maximization problem. (c) 2004 Elsevier B.V. All rights reserved.
引用
收藏
页码：27 / 33
页数：7
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