The Arbitrage In Securities Market Model And Some There Properties

Authors

Adel Murtda Khutter, Department of Mathematics, College of Science, University of Al-Qadisiyah, Diwaniyah, Iraq,Follow
Noori F. Al-Mayahi, Department of Mathematics, College of Science, University of Al-Qadisiyah, Diwaniyah, IraqFollow

Document Type

Article

Abstract

The applications of functional analysis in economics began worked out since the by presenting theoretical studies related to the development and balance of financial markets by building mathematical models with linear topological space , describing and defining the economic balance of the stock market in mathematical formulas and terms , and then using the theorems of linear topological spaces such as Han's theorems . Banach , separation theorems , open function theorem ,closed statement theorem and so on to create the necessary and sufficient condition to make the market model achieve viability , achieve no arbitrage , and not recognize No free Lunches

Keywords

Market model, Viability of Market model, extended market model, arbitrage, no arbitrage

Recommended Citation

Khutter, Adel Murtda and Al-Mayahi, Noori F. (2021) "The Arbitrage In Securities Market Model And Some There Properties," Al-Qadisiyah Journal of Pure Science: Vol. 26 : No. 4 , Article 51.
Available at: https://doi.org/10.29350/qjps.2021.26.5.1370

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This work is licensed under a Creative Commons Attribution-NonCommercial-No Derivative Works 4.0 International License.