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Title

ARBITRAGE AND CURVATURE

Pages

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Abstract

 IN THIS ARTICLE WE DESCRIBE THE RELATION BETWEEN THE FINANCIAL CONCEPT OF ARBITRAGE AND THE GEOMETRIC CONCEPT OF CURVATURE. TO THIS END WE CONSTRUCT THE PROJECTIVE SPACE CORRESPONDING TO THE FINANCIAL MARKET. USING THIS SPACE AS A MANIFOLD WE STUDY PARALLEL TRANSPORTS ALONG THE PATHS ON THIS MANIFOLD WHICH HAS A NICE RELATIOSHIP WITH BOTH CURVATURES OF PATHS ON THE MANIFOLD AND ARBITRAGE ON THE MARKET. IT IS SHOWN THAT EXISTENCE OF ARBITRAGE CORRESPONDS TO THE NON-ZERO CURVATURE OF A PATH ON THE MANIFOLD.

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    APA: Copy

    JELODARI MAMAGHANI, MOHAMMAD. (2015). ARBITRAGE AND CURVATURE. ANNUAL IRANIAN MATHEMATICS CONFERENCE. SID. https://sid.ir/paper/921611/en

    Vancouver: Copy

    JELODARI MAMAGHANI MOHAMMAD. ARBITRAGE AND CURVATURE. 2015. Available from: https://sid.ir/paper/921611/en

    IEEE: Copy

    MOHAMMAD JELODARI MAMAGHANI, “ARBITRAGE AND CURVATURE,” presented at the ANNUAL IRANIAN MATHEMATICS CONFERENCE. 2015, [Online]. Available: https://sid.ir/paper/921611/en

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