Talk:Fundamental theorem of asset pricing

I have been a bit quick writing this up. The following needs to be added:


 * 1) Definition of the market including probability space, filtration, stochastic process used as a model for stock prices
 * 2) better explanation of the duality between risk neutral measures and arbitrage
 * 3) More stuff on the various different types of the fundamental theorem
 * 4) equivalent martingale measure as synonym of risk neutral measure —Preceding unsigned comment added by AJR 1978 (talk • contribs) 19:32, 6 March 2006

What's written now seems to suggest that NFLVR is weaker than no-arbitrage. Surely it is stronger, i.e. NFLVR implies that there are no arbitrage opportunities but the converse is not true. —Preceding unsigned comment added by 78.82.85.33 (talk) 00:56, 15 January 2010 (UTC)

Intro
Check out what I've done. I think its context is sufficient now: Please check and consider removing the tag. RobertHannah89 (talk) 11:55, 29 September 2011 (UTC)

Bond
Shouldn't it be a money market account since its value is (unlike bonds) not subject to changes in the marekt interest rate? see also steven shreve's "stochastic calculus for finance" — Preceding unsigned comment added by 131.220.192.21 (talk) 15:07, 5 February 2012 (UTC)

Proof ?
IANAM, but I am concerned about the proof. The correspondent page in French mentions this as an hypothesis. --Japarthur (talk) 07:57, 9 March 2017 (UTC)