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Forward measure
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#	Item
51	PDF Document Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2001-09-12 17:39:58 Economics Heath–Jarrow–Morton framework Autoregressive conditional heteroskedasticity State space Risk-neutral measure Forward contract Mathematical finance Financial economics Statistics
52	PDF Document Add to Reading List Source URL: www.loc.gov Language: English - Date: 2006-04-07 14:29:25 Legal documents Contract adjustment board Forward contract Fixed price Futures contract Risk-neutral measure Contract Law Contract law United States administrative law
53	Beauty Contests and Iterated Expectations in Asset Markets∗ Franklin Allen University of Pennsylvania [removed] Add to Reading List Source URL: www.nuff.ox.ac.uk Language: English - Date: 2004-09-15 11:54:14 Finance Estimation theory Futures contract Risk-neutral measure Forward contract Rational expectations Law of total expectation Capital asset pricing model Mathematical finance Financial economics Economics
54	Option-Leverage: A Forward Looking Measure of Distress (LIkelihood option-Leverage >30) Event Lehman Brothers, September 15, 2008 Merrill Lynch, September 15, 2008 Add to Reading List Source URL: www.imf.org - Date: 2009-04-17 14:00:20
55	SF 278 (Rev. [removed] C.F.R. Part 2634 U.S. Office of Government Ethics Executive Branch Personnel PUBLIC FINANCIAL DISCLOSURE REPORT Add to Reading List Source URL: www.nasa.gov Language: English - Date: 2013-04-30 20:20:12 Internal Revenue Service Mathematical finance Filing Royalties Forward contract Risk-neutral measure Government Financial economics Law Taxation in the United States IRS tax forms
56	Option-Leverage: A Forward Looking Measure of Distress (LIkelihood option-Leverage >30) Event Lehman Brothers, September 15, 2008 Merrill Lynch, September 15, 2008 Add to Reading List Source URL: www.imf.org - Date: 2009-04-17 14:00:20
57	A multi-factor jump-diffusion model for Commodities John Crosby 7th October 2005 Seminar at the University Finance Seminar, Cambridge University Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2008-07-21 09:36:16 Financial system Mathematical finance Commodities Futures contract Forward contract Spot contract Convenience yield Arbitrage Risk-neutral measure Financial economics Financial markets Finance
58	Microsoft Word - JohnCrosby_QF_version2.doc Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2008-07-21 09:36:23 Mathematical finance Futures contract Forward price Forward contract Commodity market Derivative Commodity Risk-neutral measure Convenience yield Financial economics Finance Economics
59	Optimal Hedging of Variance Derivatives John Crosby Centre for Economic and Financial Studies, Department of Economics, Glasgow University Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2010-12-04 14:14:55 Statistics Stochastic processes Stochastic differential equations Banking Variance swap Volatility Forward contract Risk-neutral measure Futures contract Mathematical finance Finance Financial economics
60	Pricing Commodity Hybrid Derivatives John Crosby Global Head of Quantitative Analytics and Research Lloyds TSB Financial Markets 2nd Annual Hybrid Products Conference Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2008-07-21 09:33:50 Economics Heath–Jarrow–Morton framework Forward measure Futures contract Numéraire Derivative Economic model Forward contract Convenience yield Mathematical finance Financial economics Finance