State Space Geometry of Asset Pricing: An Introduction

Series
School of Finance Working Paper Series
Type
working paper
Date Issued
2015
Author(s)
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.
Language
English
HSG Classification
contribution to scientific community
Refereed
No
Publisher
SoF - HSG
Publisher place
St. Gallen
Volume
2015/18
Number
18
Pages
21
URL
Subject(s)

business studies

finance

Division(s)

SBF - Swiss Institute...

Eprints ID
243968
File(s)
Thumbnail Image

open.access

Name

15_18_Pozdeev_State Space Geometry of Asset Pricing.pdf

Size

447.11 KB

Format

Adobe PDF

Checksum (MD5)

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