Mathematical finance

Results: 9164



#Item
291Mathematical finance / Economy / Finance / Money / BlackScholes model / Risk-neutral measure / Forward contract / Forward price / Futures contract / Numraire / Forward measure

Energy Spot Price Models and Spread Options Pricing Samuel Hikspoors and Sebastian Jaimungal ∗ a

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Source URL: www.bbk.ac.uk

Language: English - Date: 2007-03-27 13:47:18
292Mathematical finance / Options / Applied mathematics / Economy / Finance / Volatility / Implied volatility / BlackScholes model / Moneyness / Financial economics

“SA-IJCB160011-Article-3-Discussion” — — page 1 — #1 Discussion of “Options-Implied Probability Density Functions for Real Interest Rates” 

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Source URL: www.ericswanson.us

Language: English - Date: 2016-07-18 19:26:47
293Statistics / Financial risk / Probability / Mathematical analysis / Actuarial science / Mathematical finance / Covariance and correlation / Summary statistics / Value at risk / RiskMetrics / Covariance / Variance

V A L U E-A T-R I S K (V A R) Value-at-Risk (VaR) The authors describe how to implement VaR, the risk measurement technique widely used in financial risk management. by Simon Benninga and Zvi Wiener

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Source URL: pluto.mscc.huji.ac.il

Language: English - Date: 2014-02-02 05:57:49
294Finance / Money / Economy / Financial ratios / Investment / Mathematical finance / Financial services / Funds / Aberdeen Asset Management / Investment fund / Beta / Total expense ratio

OPEN ENDED FUND – AugustAberdeen Global - Asia Pacific Equity Fund Class E - 2 Acc

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Source URL: aberdeen.kurtosysweb.com

Language: English - Date: 2016-08-12 08:06:43
295Finance / Money / Economy / Mathematical finance / Investment / Financial ratios / Financial risk / Skewness / Financial services / Beta / Alpha / Investment management

cover.qxd:Layout:26 AM

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Source URL: www.qmassociates.com

Language: English - Date: 2015-10-06 09:58:02
296Finance / Money / Economy / Mathematical finance / Arbitrage / Derivative / Convertible bond / Futures contract / Rational pricing / Book:Financial Derivatives

No-arbitrage valuation fails in arbitrage-free complete markets Tom Fischer∗† University of Wuerzburg June 22, 2014

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Source URL: www.statistik-mathematik.uni-wuerzburg.de

Language: English - Date: 2014-06-23 08:33:22
297Economy / Finance / Money / Financial risk / Axioma / Mathematical finance / Business intelligence / Investment / Analytics / Performance attribution / Quantitative analyst / Investment management

Axioma Portfolio Analytics ™

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Source URL: www.axioma.com

Language: English - Date: 2016-06-21 19:18:00
298Climate change policy / Carbon finance / Climate change / Emissions trading / Mathematical finance / Natural environment / Environmental policy / European Union Emission Trading Scheme / Renewable energy law / Implied volatility / Finance / Option

focus on climate change | 2013 Ya Wen and Rüdiger Kiesel Modelling the market price of risk for emission

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Source URL: www.dahrendorf-forum.eu

Language: English - Date: 2016-03-05 13:52:50
299Finance / Money / Economy / Investment / Financial ratios / Income / Mathematical finance / Rate of return / Dividend

Frank Value Fund Frank Capital Partners LLC www.frankfunds.com Ph: Toll Free:

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Source URL: frankfunds.com

Language: English - Date: 2011-07-03 11:04:14
300Money / Economy / Finance / Inflation / Investment / Mathematical finance / Financial economics / Interest rates / Real interest rate / Constant proportion portfolio insurance / Fixed income / Asset allocation

A note on life-cycle managed funds

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Source URL: www.dia-vorsorge.de

Language: English - Date: 2016-07-19 10:13:08
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