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Forward measure
Results: 71

#	Item
61	John Crosby Commodities: A simple Multi-factor Jump-Diffusion Model John Crosby, Lloyds TSB Financial Markets, Faryners House, 25 Monument Street, London EC3R 8BQ Email : [removed] Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2008-07-21 09:34:34 Mathematical finance Finance Black–Scholes Futures contract Brownian motion Risk-neutral measure Forward price Forward contract Martingale Statistics Financial economics Stochastic processes
62	Demand-Based Option Pricing Nicolae Gˆarleanu University of California at Berkeley, CEPR, and NBER Lasse Heje Pedersen New York University, CEPR, and NBER Allen M. Poteshman Add to Reading List Source URL: people.stern.nyu.edu Language: English - Date: 2010-02-07 17:25:57 Options Investment Black–Scholes Implied volatility Risk-neutral measure Forward contract Futures contract Stochastic volatility Volatility smile Financial economics Mathematical finance Finance
63	CHAPTER 23 Risk Pricing over Alternative Investment Horizons* Add to Reading List Source URL: www.larspeterhansen.org Language: English - Date: 2013-03-28 13:17:04 Economics Martingale theory Stochastic processes Options Probability theory Risk-neutral measure Forward measure Martingale Discounting Mathematical finance Statistics Financial economics
64	Wealth and asset price effects on economic activity Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2005-06-22 12:49:17 Microeconomics Mathematical finance Marginal propensity to consume Wealth Elasticity of intertemporal substitution Risk aversion Forward contract Isoelastic utility Risk-neutral measure Economics Macroeconomics Utility
65	What Type of Process Underlies Options? A Simple Robust Test∗ P ETER C ARR† Add to Reading List Source URL: www.bnet.fordham.edu Language: English - Date: 2009-05-21 17:41:35 Martingale theory Finance Options Mathematical finance Risk-neutral measure Forward contract Forward price Semimartingale Martingale Statistics Financial economics Stochastic processes
66	The Korn-Kreer-Lenssen Model as an Alternative for Option Pricing Add to Reading List Source URL: www.wilmott.com Language: English - Date: 2005-09-19 10:55:00 Finance Korn–Kreer–Lenssen model Black–Scholes Risk-neutral measure Forward contract Binary option Futures contract Put option Option style Financial economics Mathematical finance Options
67	PRICING INFLATION-INDEXED OPTIONS WITH STOCHASTIC VOLATILITY FABIO MERCURIO AND NICOLA MORENI Add to Reading List Source URL: www.fabiomercurio.it Language: English - Date: 2005-11-22 10:42:20 Statistics Stochastic volatility Interest rate cap and floor Black–Scholes Heath–Jarrow–Morton framework Fabio Mercurio Forward measure LIBOR market model Hull–White model Mathematical finance Financial economics Finance
68	PDF Document Add to Reading List Source URL: www.stat.columbia.edu Language: English - Date: 2002-04-29 20:14:04 Mathematical finance Investment Asian option Forward contract Put–call parity Lookback option Risk-neutral measure Valuation of options Binomial options pricing model Financial economics Options Finance
69	PDF Document Add to Reading List Source URL: www.mayin.org - Date: 2010-04-28 11:10:19 Mathematical finance Investment Derivative Futures contract Arbitrage Risk-neutral measure Forward contract Put option Valuation of options Financial economics Options Finance
70	PDF Document Add to Reading List Source URL: www.columbia.edu Language: English - Date: 2010-02-22 15:06:05 Finance Interest rates Stochastic processes Fixed income analysis Hull–White model Short-rate model Black–Scholes Forward measure Risk-neutral measure Mathematical finance Financial economics Statistics

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