مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

Seminar Paper

Paper Information

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

video

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

sound

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

Persian Version

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

View:

170
مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

Download:

299
مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

Cites:

Information Seminar Paper

Title

ARBITRAGE AND CURVATURE

Pages

  -

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.

Multimedia

  • No record.
  • Cites

  • No record.
  • References

  • No record.
  • Cite

    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

    Related Journal Papers

  • No record.
  • Related Seminar Papers

  • No record.
  • Related Plans

  • No record.
  • Recommended Workshops






    Move to top
    telegram sharing button
    whatsapp sharing button
    linkedin sharing button
    twitter sharing button
    email sharing button
    email sharing button
    email sharing button
    sharethis sharing button