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Probability measure
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#	Item
141	Randomness in Cryptography January 17, 2013 Lecture 2: Optimality of One-time MACs and Shannon Impossibility Lecturer: Yevgeniy Dodis Add to Reading List Source URL: www.cs.nyu.edu Language: English - Date: 2014-03-01 17:30:27 Measure theory Entropy Statistical theory Support Probability and statistics Statistics Mathematical analysis Information theory Randomness
142	IFSA-EUSFLAT[removed]Possible and Necessary h-indices 1,2 Marek Gagolewski ˛ Add to Reading List Source URL: www.eusflat.org Language: English - Date: 2011-12-12 02:23:23 Index numbers Logic Probability theory Academia Knowledge H-index G-index Fuzzy measure theory Possibility theory Academic publishing Bibliometrics Fuzzy logic
143	Stochastic Calculus for Finance, AME, MT 1998, Problems 1 Stochastic Calculus for Finance Michaelmas Term 1998: Problems for solution Add to Reading List Source URL: www-stat.wharton.upenn.edu Language: English - Date: 2010-12-11 08:07:57 Wiener process Risk-neutral measure Black–Scholes Brownian motion Quadratic variation Martingale Ornstein–Uhlenbeck process Stochastic calculus Martingale representation theorem Statistics Stochastic processes Probability theory
144	On a Heath-Jarrow-Morton approach for stock markets Jan Kallsen Paul Kr¨ uhner Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-20 12:05:47 Statistics Stochastic processes Probability theory Risk-neutral measure Derivative Heath–Jarrow–Morton framework Martingale Arbitrage Generalizations of the derivative Mathematical analysis Mathematical finance Mathematics
145	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
146	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
147	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
148	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
149	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
150	Exotic Options in Multiple Priors Models Tatjana Chudjakow Institute of Mathematical Economics, Bielefeld University Bachelier Finance Society Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-23 16:35:26 Finance Prior probability Real options valuation Economic model Risk-neutral measure Financial economics Mathematical finance Options

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