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Measure theory
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#	Item
551	Dynamic Hedging of Conditional Value-at-Risk 6th World Congress of Bachelier Finance Society Alexander Melnikov [removed] Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-20 11:46:05 Actuarial science Financial economics Applied mathematics Stochastic processes Probability theory Expected shortfall Tail value at risk Risk measure Black–Scholes Mathematical finance Financial risk Statistics
552	FUNCTIONAL INEQUALITIES, LARGE DEVIATIONS & HYDRODYNAMICAL LIMITS: A TWO-SCALE APPROACH Newton Institute, 15 November 2010 C´ Add to Reading List Source URL: www.newton.ac.uk Language: English - Date: 2014-05-31 12:19:31 Probability theory Wasserstein metric Radon–Nikodym theorem Mathematical analysis Measure theory Metric geometry
553	Motivation Pricing Numerical example On Securitization, market completion and equilibrium Risk transfer Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-19 13:04:28 Finance United States housing bubble Probability theory Risk-neutral measure Securitization Tradability Futures contract Arbitrage Pricing Financial economics Business Mathematical finance
554	Esscher Transforms and Consumption-Based Models Alex Badescu∗ Department of Mathematics and Statistics University of Calgary Calgary, Alberta, Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-25 08:51:55 Mathematical finance Mathematics Martingale theory Girsanov theorem Risk-neutral measure Martingale Radon–Nikodym theorem Statistics Mathematical analysis Stochastic processes
555	Diversity and Arbitrage in a Regulatory Breakup Model Winslow Strong Jean-Pierre Fouque Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-07-08 10:17:37 Risk-neutral measure Model theory Arbitrage Finance Financial system Mathematical finance Financial economics Probability theory
556	Introduction The informational structure Pricing under the historical probability Risk neutral pricing Numerical example Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-17 10:40:44 Pricing Finance Actuarial science Marketing Probability theory Risk-neutral measure Risk Futures contract Credit risk Mathematical finance Financial economics Business
557	Risk Measures in non-dominated Models Magali Kervarec Purpose: Study Risk Measures taking into account the model uncertainty in mathematical finance. Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-19 15:40:08 Actuarial science Financial economics Mathematical sciences Game theory Martingale Martingale theory Risk Coherent risk measure Black–Scholes Statistics Stochastic processes Mathematical finance
558	Microsoft Word - NCC Cover sheet for theses in DRR Add to Reading List Source URL: research-repository.st-andrews.ac.uk Language: English - Date: 2014-03-24 11:48:25 Mathematics Dynamical systems Stochastic processes Riemann surfaces Ergodicity Fuchsian group Measure Limit set Invariant measure Mathematical analysis Geometry Ergodic theory
559	#4 File 1 INDIANA STATE UNIVERSITY FACULTY SENATE, [removed]EXECUTIVE COMMITTEE September 17, 2013 Add to Reading List Source URL: www.indstate.edu Language: English - Date: 2014-11-19 15:20:22 Mathematical finance Probability theory Risk-neutral measure
560	Conditional measures on MV-algebras 31 CONDITIONAL MEASURES ON MV-ALGEBRAS Martin Kalina, O ga Nánásiová Add to Reading List Source URL: dspace.vsb.cz Language: English - Date: 2013-07-16 07:08:38 Measure theory Conditioning Functional analysis Inequalities Commutation theorem Radon–Nikodym theorem Mathematical analysis Mathematics Probability theory

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