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Fundamental_theorem_of_asset_pricing entered the ranking for the first time today at position #. This is its highest position ever recorded.
This topic has appeared in the English Wikipedia rankings 1 time. It first appeared on 2026-04-13 and was most recently seen on 2026-04-13.
The fundamental theorems of asset pricing, in both financial economics and mathematical finance, provide necessary and sufficient conditions for a market to be arbitrage-free, and for a market to be complete. An arbitrage opportunity is a way of making money with no initial investment without any possibility of loss. Though arbitrage opportunities do exist briefly in real life, it has been said that any sensible market model must avoid this type of profit. The first theorem is important in that it ensures a fundamental property of market models. Completeness is a common property of market models. A complete market is one in which every contingent claim can be replicated. Though this property is common in models, it is not always considered desirable or realistic.
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