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Rational pricing
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#	Item
1	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, 2006 Add to Reading List Source URL: www.statistik-mathematik.uni-wuerzburg.de Language: English - Date: 2014-02-26 07:25:48 Mathematical finance Economy Finance Money Arbitrage Risk-neutral measure BlackScholes model Actuarial science Futures contract Derivative Forward contract Rational pricing
2	No-arbitrage valuation fails in arbitrage-free complete markets Tom Fischer∗† University of Wuerzburg June 22, 2014 Add to Reading List Source URL: www.statistik-mathematik.uni-wuerzburg.de Language: English - Date: 2014-06-23 08:33:22 Finance Money Economy Mathematical finance Arbitrage Derivative Convertible bond Futures contract Rational pricing Book:Financial Derivatives
3	Rollover Risk and Market Freezes VIRAL V. ACHARYA DOUGLAS GALE TANJU YORULMAZER January 20, 2011 Add to Reading List Source URL: www.econ.nyu.edu Language: English - Date: 2011-01-21 10:23:43 Systemic risk Debt Asset liability management Banking Insurance Liability Repurchase agreement Asset-backed commercial paper Leverage Rational pricing
4	(Almost) Model-Free Recovery ∗ Paul Schneider†and Fabio Trojani‡ January 9, 2016 Add to Reading List Source URL: www.cb.cityu.edu.hk Language: English - Date: 2016-07-08 02:31:25 Mathematical finance BlackScholes model Risk-neutral measure Forward price VIX Forward measure Quantitative analyst Rational pricing
5	Macroeconomic Determinants of Stock Market Volatility and Volatility Risk-Premiums Valentina Corradi University of Warwick Walter Distaso Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2011-01-28 05:36:55 Mathematical finance VIX Volatility Stochastic volatility Variance swap Rational pricing Financial risk Stock market index Option Implied volatility Volatility smile
6	Lecture notes on futures/options and the information content of options Michael Rockinger∗ February 2015 Add to Reading List Source URL: www.szgerzensee.ch Language: English - Date: 2015-02-23 09:57:01 Financial markets Futures contract Derivative Forward contract Arbitrage Margin Hedge Short Option Futures exchange Rational pricing Convergence trade
7	Microsoft Word - syllabus_asset_pricing_lugano_v3.docx Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2015-07-29 06:52:14 Mathematical finance Capital asset pricing model Financial economics Rational pricing
8	How Equilibrium Prices Reveal Information in a Time Series Model with Disparately Informed, Competitive Traders∗ Todd B. Walker† January 2007 Abstract. Accommodating asymmetric information in a dynamic asset pricing Add to Reading List Source URL: pages.iu.edu Language: English - Date: 2009-09-27 20:58:46 Rational choice theory Rational expectations Sunspots Economic model Macroeconomic model Mathematical optimization Economic equilibrium Macroeconomics Economics New classical macroeconomics
9	Strategic Pricing with Rational Inattention to Quality Daniel Martiny Job Market Paper November 21, 2012 Abstract Add to Reading List Source URL: federation.ens.fr Language: English - Date: 2013-01-16 09:03:32
10	PDF Document Add to Reading List Source URL: www.alphasimplex.com Language: English - Date: 2013-09-13 09:19:53 Economic theories Financial markets Behavioral finance Economic efficiency Efficient-market hypothesis Behavioral economics Adaptive market hypothesis Capital asset pricing model Rational choice theory Economics Financial economics Finance