Rational pricing

Results: 59



#Item
21Financial markets / Investment / Economics / Valuation / Option / Swaption / Rational pricing / Finance / Financial economics / Financial accounting

The value of the call options in Perpetual Protected Investments - Series 1 The call options in your Perpetual Protected Investments (PPI) portfolio are structured so that at the protection end date each call option has

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Source URL: www.perpetual.com.au

Language: English - Date: 2013-11-12 04:20:54
22Investment / Arbitrage / Futures contract / Derivative / Short / Stock market index future / Stock / Hedge / Rational pricing / Financial economics / Financial markets / Finance

FIFTEENTH SCHEDULE DESIGNATED INDEX ARBITRAGE SHORT SELLING, STOCK FUTURES HEDGING SHORT SELLING, STRUCTURED PRODUCT HEDGING SHORT SELLING AND OPTIONS HEDGING SHORT SELLING REGULATIONS (“REGULATIONS”)

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Source URL: www.hkex.com.hk

Language: English - Date: 2009-12-03 02:11:55
23Financial system / Investment / Put option / Futures contract / Call option / Exercise / Portfolio / Bond / Rational pricing / Financial economics / Options / Finance

Gateway Strategy: Equity? Why Not

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Source URL: www.gia.com

Language: English - Date: 2015-01-21 10:23:14
24Mathematical analysis / Black–Scholes / Continuous function / Rational pricing / Convexity / Mathematical finance / Financial economics / Mathematics

General Properties of Rational Stock-Market Fluctuations - Unabridged version Antonio Mele∗ London School of Economics First draft: November 11, 2003 This version: April 1, 2004

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Source URL: eprints.lse.ac.uk

Language: English - Date: 2010-10-01 05:25:36
25Ethics / Arbitrage / Risk / Futures contract / Economic model / Rational pricing / RiskMetrics / Financial economics / Actuarial science / Financial markets

Risk management, Arbitrage and Scenario generation for interest rates Risk management, Arbitrage and Scenario generation for interest rates Josef Teichmann ETH Z¨

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-21 10:56:57
26Mathematical finance / Financial markets / Financial ratios / Stock market / Valuation / P/B ratio / Beta / Rational pricing / Value investing / Financial economics / Finance / Economics

The Relationship between the Value Effect and Industry Affiliation John C. Banko Finance Department Northern Illinois University DeKalb, IL[removed]

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Source URL: www.bengrahaminvesting.ca

Language: English - Date: 2006-09-18 11:48:47
27Economics / Capital asset pricing model / Beta / Autoregressive conditional heteroskedasticity / Volatility / Rational pricing / Standard deviation / Fama–French three-factor model / Intertemporal CAPM / Mathematical finance / Financial economics / Statistics

Microsoft Word - Guo_rfs_6449_r1.doc

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Source URL: www.bengrahaminvesting.ca

Language: English - Date: 2006-10-20 12:29:15
28Financial markets / Macroeconomics / New classical macroeconomics / Mathematical finance / Rational expectations / Futures contract / Valuation / Forward contract / Capital asset pricing model / Finance / Financial economics / Economics

Higher Order Expectations in Asset Pricing Philippe Bacchetta and Eric van Wincoop Working Paper 04.03

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Source URL: www.szgerzensee.ch

Language: English - Date: 2006-05-16 05:50:56
29Economics / Arbitrage / Credit risk / Derivative / Option / Credit derivative / Valuation / Collateral management / Rational pricing / Financial economics / Finance / Financial markets

Computational Techniques for MtM and Risk Management of Loan Portfolios Fields Institute Toronto, February[removed]

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2002-05-08 17:25:16
30Economics / Financial markets / Stock market / Capital asset pricing model / Equity premium puzzle / Arbitrage / Futures contract / Black–Scholes / Rational pricing / Financial economics / Mathematical finance / Finance

Core Macro, Spring Quarter Econ 212 Monika Piazzesi Department of Economics Stanford University 579 Serra Mall

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Source URL: economics.stanford.edu

Language: English - Date: 2012-01-08 00:25:39
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