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| First Page | Document Content | |
|---|---|---|
 Date: 2005-07-31 06:26:31Options Economics Black–Scholes Rational pricing Volatility Quantitative analyst Valuation of options Valuation Binomial options pricing model Mathematical finance Financial economics Finance |
| A Law of Large Numbers approach to valuation in life insurance Tom Fischer∗ Heriot-Watt University, Edinburgh First version: March 17, 2003 This version: February 17, 2006DocID: 1qD4J - View Document |
| No-arbitrage valuation fails in arbitrage-free complete markets Tom Fischer∗† University of Wuerzburg June 22, 2014DocID: 1pTCT - View Document |
| Rollover Risk and Market Freezes VIRAL V. ACHARYA DOUGLAS GALE TANJU YORULMAZER January 20, 2011DocID: 1ptsl - View Document |
| (Almost) Model-Free Recovery ∗ Paul Schneider†and Fabio Trojani‡ January 9, 2016DocID: 1ponB - View Document |
| Macroeconomic Determinants of Stock Market Volatility and Volatility Risk-Premiums Valentina Corradi University of Warwick Walter DistasoDocID: 1p4Ts - View Document |