Probability measure

Results: 322



#Item
161Stochastic processes / Mathematical finance / Martingale / No free lunch with vanishing risk / Semimartingale / Local martingale / Risk-neutral measure / Doléans-Dade exponential / Continuous function / Statistics / Martingale theory / Probability theory

Weak and strong no-arbitrage conditions for continuous financial markets arXiv:1302.7192v2 [q-fin.PR] 14 May[removed]Claudio Fontana

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Source URL: arxiv.org

Language: English - Date: 2014-05-14 20:27:03
162Mathematical analysis / Boolean algebra / Sigma-algebra / Probability space / Kolmogorov complexity / Measure / Itō diffusion / Support / Probability theory / Mathematics / Measure theory

Solomonoff Induction Shane Legg May 16, 2004 1

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Source URL: roland.pri.ee

Language: English - Date: 2007-09-16 01:27:18
163Financial economics / Credit rating agency / Probability measure / Systemic risk / Complexity / Blum axioms / Financial risk / Economics / Risk

From: To: Subject: Date: Eken, Ziya

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Source URL: www.bis.org

Language: English - Date: 2010-04-19 07:27:00
164Probability theory / Fourier analysis / Measure theory / Analysis / Linear algebra / Calculus / Quantum field theory

Individualized Mathematics Proposal (IMaP) for a Math Major Name: _______________________________________ E-mail: ________________________________ Graduation year: ________ Advisor: _________________________________ Majo

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Source URL: devel.cs.stolaf.edu

Language: English - Date: 2013-10-07 14:57:12
165Probability theory / Dirac measure / Support / Sigma-algebra / Measurable function / Measure / Random variable / Borel set / Disintegration theorem / Mathematical analysis / Mathematics / Measure theory

CHAPTER TWO DEFINITION OF OBSERVER In this chapter we define the concept observer. The previous chapter introduced this notion by concrete examples. We now abstract from these examples a formal definition. We discuss th

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Source URL: www.cogsci.uci.edu

Language: English - Date: 1997-09-09 15:52:34
166Financial ratios / Mathematical analysis / Moment / Mathematical finance / Kurtosis / Normal distribution / Skewness / Sharpe ratio / Log-normal distribution / Statistics / Probability and statistics / Probability theory

January 2002 Comments and Criticism Invited [removed] A Universal Performance Measure Con Keating*

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Source URL: www.isda.org

Language: English - Date: 2011-01-07 20:10:41
167Mathematics / Applied mathematics / Mathematical finance / Probability theory / Risk-neutral measure

Sensitivity analysis of utility based prices and risk-tolerance wealth processes Dmitry Kramkov, Carnegie Mellon University Based on a paper with Mihai Sirbu from Columbia University http://www.math.cmu.edu/ kramkov/publ

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2005-10-04 15:14:59
168Mathematical finance / Probability theory / Statistics / Stochastic processes / Normal distribution / Put option / Strike price / Ruin theory / Risk-neutral measure / Options / Financial economics / Finance

1 Pricing Catastrophe Put Option and Related Issues X. Sheldon Lin Department of Statistics University of Toronto

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2008-11-24 16:38:20
169Probability and statistics / Ergodic theory / Information theory / Randomness / Philosophy of thermal and statistical physics / Bernoulli scheme / Measure-preserving dynamical system / Entropy / Measure / Mathematical analysis / Statistics / Probability theory

Entropy in Measurable Dynamics Lewis Bowen Fields Institute, October 2010

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-10-19 14:55:47
170Probability theory / Martingale / Semimartingale / Risk-neutral measure / Local martingale / Brownian motion / Stopping time / Wiener process / Quadratic variation / Statistics / Stochastic processes / Martingale theory

FRAGILITY OF ARBITRAGE AND BUBBLES IN DIFFUSION MODELS Paolo Guasoni, Dublin City University and Boston University ´ Mikl´os Rasonyi, University of Edinburgh

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-01-21 14:52:23
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