Risk measure

Results: 622



#Item
141Risk-neutral measure / Interest rate / Economic stagnation / Economics / Mathematical finance / Deflation

A model of secular stagnation

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Source URL: www.bis.org

Language: English - Date: 2015-03-19 09:47:00
142Finance / Variance / Skewness / Capital asset pricing model / Volatility / Risk-neutral measure / Risk premium / Risk / Autoregressive conditional heteroskedasticity / Mathematical finance / Financial economics / Statistics

Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Downside Variance Risk Premium

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Source URL: federalreserve.gov

Language: English - Date: 2015-04-03 13:10:06
143Financial markets / Mathematical finance / Actuarial science / Financial risk / Incomplete markets / Derivative / Futures contract / Risk-neutral measure / Risk premium / Financial economics / Finance / Investment

Valuation in Over-the-Counter Markets Darrell Duffie Graduate School of Business, Stanford University Nicolae Gˆarleanu University of California, Berkeley Lasse Heje Pedersen

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Source URL: docs.lhpedersen.com

Language: English - Date: 2008-09-13 19:12:24
144Actuarial science / Mathematical finance / Investment / Financial risk / Financial markets / Valuation / Risk-neutral measure / Corporate bond / Interest rate / Economics / Financial economics / Finance

INVESTMENT MANAGEMENT  GLOBAL FIXED INCOME | FEBRUARY 2015

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Source URL: www.morganstanley.com

Language: English - Date: 2015-02-10 15:48:39
145Wyong Shire / Futures contract / Wyong /  New South Wales / Risk-neutral measure / Financial system / Financial economics / Finance / Mathematical finance

FACTSHEET What is Council doing? Some questions and answers.

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Source URL: consultation.wyong.nsw.gov.au

Language: English - Date: 2012-11-14 00:25:43
146Biofuels / Gasoline and diesel usage and pricing / Commodities boom / Economics / Inflation / Risk-neutral measure

B A N K F O R I N T E R N A T I O N A L

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Source URL: www.bis.org

Language: English - Date: 1969-12-31 19:00:00
147Political philosophy / Science / Sociology / European Union / Federalism / Risk-neutral measure

S P E C I A L F E AT U R E : T H E F U T U R E O F E U R O P E A N S C I E N C E © European Union, 2014 Portal speaks to outgoing Chief Scientific Adviser Professor Anne Glover and considers her legacy and the position

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Source URL: horizon2020projects.com

Language: English - Date: 2015-02-13 09:40:00
148Pension / Asset allocation / Financial economics / Investment / Financial services

Balanced Moderate Investment Option - Super Fund Update February 2015 Standard Risk Measure Rating – Medium

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Source URL: mapfunds.com.au

Language: English
149Investment / Implied volatility / Black–Scholes / Futures contract / Risk-neutral measure / Volatility / Option / Risk / Volatility smile / Mathematical finance / Financial economics / Finance

Interventions and expected exchange rates in emerging market economies

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Source URL: www.bis.org

Language: English - Date: 2013-10-22 09:33:00
150Bonds / Credit / Financial markets / Banking / Corporate bond / Subordinated debt / Risk premium / Market discipline / Financial economics / Economics / Finance

What Does the Yield on Subordinated Bank Debt Measure? Urs W. Birchler and Diana Hancock∗ February 10, 2003 Abstract

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Source URL: www.bis.org

Language: English - Date: 2005-12-12 06:15:27
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