State Space Geometry of Asset Pricing: An Introduction

Item Type Monograph (Working Paper)
Abstract

This note is aimed at familiarizing the reader with state space geometry, a useful tool in teaching asset pricing concepts. Building on the analogy between expectation and dot product, I visualize basic notions using Euclidean geometry in 2D and 3D. Numerical examples are given such that the reader could easily follow the explanations.

Authors Pozdeev, Igor
Language English
Subjects business studies
finance
HSG Classification contribution to scientific community
Refereed No
Date 2015
Publisher SoF - HSG
Place of Publication St. Gallen
Series Name School of Finance Working Paper Series
Volume 2015/18
Number 18
Number of Pages 21
Depositing User Igor Pozdeev
Date Deposited 17 Sep 2015 11:10
Last Modified 23 Aug 2016 11:22
URI: https://www.alexandria.unisg.ch/publications/243968

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Citation

Pozdeev, Igor: State Space Geometry of Asset Pricing: An Introduction. School of Finance Working Paper Series, 2015, 18.

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https://www.alexandria.unisg.ch/id/eprint/243968
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