Dois ensaios sobre precificação de ativos
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Find fair (according to some criterion) prices for assets in financial markets is one of the most important pillars of Finance Theory. To accomplish this, the Asset Pricing Theory has a mathematical formulation, based mainly on Probability Theory. In this dissertation we present such theory, which is essentially based on mar- tingales, important objects of Probability Theory. Alternatively, we also present an Asset Pricing Theory based on the Coherence Theory of Bruno de Finetti in order to compare, informally, such approaches.