This decommissioned ERA site remains active temporarily to support our final migration steps to https://ualberta.scholaris.ca, ERA's new home. All new collections and items, including Spring 2025 theses, are at that site. For assistance, please contact erahelp@ualberta.ca.
Search
Skip to Search Results- 2Informational Markets
- 2Utility Maximization
- 1Arbitrage
- 1Deflators
- 1Duality Method
- 1Enlargement of Filtration
-
Spring 2019
This thesis addresses two important topics of deflators and log-utility-related optimal portfolios for markets stopped at a random time T. This random time can model the death time of an agent in life insurance or the default time of a firm in credit risk. For the topic of deflators, the thesis...
-
Fall 2014
This thesis develops three major essays on Arbitrage Theory, Market’s Viabil- ity and Informational Markets. The first essay (Chapter 3) elaborates the exact connections among the No-Unbounded-Profit-with-Bounded-Risk (called NUPBR hereafter) condition, the existence of the numeraire portfolio,...