Differential rates, residual information sets and transactional algebras

Bibliographic Details
Main Author: Apreda, Rodolfo
Format: Book
Published: Buenos Aires Universidad del CEMA 2004
Series:Serie documentos de trabajo no. 256
Subjects:
Table of Contents:
  • Contenido: Introduction
  • 1. Information sets
  • 2. Finite algebras of sets
  • 3. Differential rates of return
  • 4. Looking for contextual sets and choosing the relevant algebra of information sets
  • 5. Differential rates of return over residual information sets
  • 6. Transactional algebras a non-standard approach to arbitrage
  • 7. Arbitrage within transactional algebras
  • Conclusion
  • Appendix.