Risk Orders, Risk Measures and Risk Acceptance Families Robust Representation Illustrative Setting Risk Preferences and their Robust Representation Michael Kupper (joint work with Samuel Drapeau)

Source URL: www.fields.utoronto.ca

• Actuarial science
• Mathematics
• Risk
• Order theory
• Real analysis
• Coherent risk measure
• Risk measure
• Monotonic function
• Acceptance set
• Financial risk
• Mathematical analysis
• Mathematical finance

Internal vs. External Risk Measures: How Capital Requirements Differ in Practice Martin Eling and Luisa Tibiletti* August 20, 2008 Abstract: We compare capital requirements derived by tail conditional expectation (TCE) w

Source URL: web.econ.unito.it

• Mathematical finance
• Finance
• Economics
• Investment
• Financial services
• Tail value at risk
• Hedge fund
• Value at risk
• Coherent risk measure
• Financial economics
• Actuarial science
• Financial risk

“Risk management associated with extreme meteorological events (droughts, frosts and intense rain) as an adaptation measure to climate change in the Mantaro valley” ABSTRACT Key words: Extreme meteorological events,

Source URL: idl-bnc.idrc.ca

Valuation of Cash Flows under Random Rates of Interest: A Linear Algebraic Approach P. Date a,∗ , R. Mamon a , I.C. Wang a a Center for the Analysis of Risk and Optimisation Modelling Applications, School

Source URL: bura.brunel.ac.uk

• Economics
• Actuarial science
• Financial economics
• Risk-neutral measure
• Discounting
• Yield curve
• Interest rate
• Normal distribution
• Mathematical finance
• Probability theory
• Finance

econstor www.econstor.eu Der Open-Access-Publikationsserver der ZBW – Leibniz-Informationszentrum Wirtschaft The Open Access Publication Server of the ZBW – Leibniz Information Centre for Economics

Source URL: www.econstor.eu

• Mathematical finance
• Financial risk
• Actuarial science
• Options
• Black–Scholes
• Equations
• Hedge
• Risk-neutral measure
• Derivative
• Financial economics
• Finance
• Economics

Economica[removed], 225–250 doi:[removed]j[removed]00750.x Using Markets to Inform Policy: The Case of the Iraq War By JUSTIN WOLFERSn and ERIC ZITZEWITZw

Source URL: users.nber.org

• Mathematical finance
• Pricing
• Financial markets
• Futures contract
• Prediction market
• Price of petroleum
• Saddam Hussein
• Event study
• Risk-neutral measure
• Financial economics
• Economics
• Finance

Stochastic Calculus and Financial Applications Final Take Home Exam (Steele: Fall[removed]Instructions. You may consult any books or articles that you find useful. If you use a result that is not from our text, attach a co

Source URL: www-stat.wharton.upenn.edu

• Martingale
• Brownian motion
• Quadratic variation
• Feynman–Kac formula
• Stopping time
• Risk-neutral measure
• Local martingale
• Wiener process
• Itō diffusion
• Statistics
• Stochastic processes
• Black–Scholes

NBER WORKING PAPER SERIES THE RECOVERY THEOREM Stephen A. Ross Working Paper[removed]http://www.nber.org/papers/w17323

Source URL: www-stat.wharton.upenn.edu

• Mathematical finance
• Financial risk
• Actuarial science
• Financial markets
• Utility
• Risk-neutral measure
• Risk premium
• Fundamental theorem of asset pricing
• Risk
• Financial economics
• Economics
• Finance

Risk, Return, and Ross Recovery The Journal of Derivatives[removed]:[removed]Downloaded from www.iijournals.com by PETER CARR on[removed]It is illegal to make unauthorized copies of this article, forward to an unauthori

Source URL: www.math.cmu.edu

• Mathematics
• Markov chain
• Risk-neutral measure
• State prices
• Arrow–Debreu model
• Stochastic matrix
• Perron–Frobenius theorem
• Risk
• Capital asset pricing model
• Mathematical finance
• Financial economics
• Economics

Stochastic Calculus for Finance, AME, MT 1998, Problems 1 Stochastic Calculus for Finance Michaelmas Term 1998: Problems for solution

Source URL: www-stat.wharton.upenn.edu

• Wiener process
• Risk-neutral measure
• Black–Scholes
• Brownian motion
• Quadratic variation
• Martingale
• Ornstein–Uhlenbeck process
• Stochastic calculus
• Martingale representation theorem
• Statistics
• Stochastic processes
• Probability theory