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Risk measure
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231	The model Analysis of Fourier Transform Valuation Formulas and Applications Valuation Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-17 10:26:13 Economics Investment Stochastic processes Options Lookback option Risk-neutral measure Valuation Semimartingale Black–Scholes Financial economics Finance Mathematical finance
232	Risk Measures in non-dominated Models Magali Kervarec Purpose: Study Risk Measures taking into account the model uncertainty in mathematical finance. Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-19 15:40:08 Actuarial science Financial economics Mathematical sciences Game theory Martingale Martingale theory Risk Coherent risk measure Black–Scholes Statistics Stochastic processes Mathematical finance
233	#4 File 1 INDIANA STATE UNIVERSITY FACULTY SENATE, [removed]EXECUTIVE COMMITTEE September 17, 2013 Add to Reading List Source URL: www.indstate.edu Language: English - Date: 2014-11-19 15:20:22 Mathematical finance Probability theory Risk-neutral measure
234	Dynamic Coherent Acceptability Indices Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-21 10:59:16 Mathematics Applied mathematics Ordinal number Coherent risk measure Constructible universe
235	Introduction Model and Problem Main Results Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-18 10:21:04 Mathematical finance Financial economics Game theory Martingale Risk-neutral measure Black–Scholes Statistics Stochastic processes Martingale theory
236	The Numeraire Portfolio Under Proportional Transaction Costs Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-20 11:40:50 Stochastic processes Mathematical sciences Martingale theory Stock market Probability theory Risk-neutral measure Numéraire Martingale Self-financing portfolio Mathematical finance Statistics Financial economics
237	Finance 400 A. Penati - G. Pennacchi Arbitrage-Free Binomial Models of the Term Structure Earlier, in our discussion of martingale pricing theory, we showed that the absence of arbitrage implied that the date t price of Add to Reading List Source URL: home.cerge-ei.cz Language: English - Date: 2001-10-17 18:36:32 Economics Options Binomial options pricing model Yield curve Risk-neutral measure Bond option Derivative Bond Arbitrage Financial economics Mathematical finance Finance
238	CHOICE BEHAVIOR AND REWARD STRUCTURE by Jerome L. Myers and Add to Reading List Source URL: suppes-corpus.stanford.edu Language: English - Date: 2008-09-25 17:38:11 Philosophy of psychology Constructible universe Risk-neutral measure Sampling Behavior Philosophy of mind Learning Classical conditioning Behaviorism Probability theory Reinforcement
239	ANALYTICAL EVALUATION OF ECONOMIC RISK CAPITAL FOR PORTFOLIOS OF GAMMA RISKS Add to Reading List Source URL: www.casact.org Language: English - Date: 2012-04-11 20:49:32 Gamma distribution Chi-squared distribution Risk measure Diversification Incomplete gamma function Gamma function Mathematical analysis Mathematics Financial risk
240	Optimal Dynamic Trading Strategies with Risk Limits Domenico CUOCO The Wharton School, University of Pennsylvania Hua HE Add to Reading List Source URL: www.swissfinanceinstitute.ch Language: English - Date: 2005-12-06 10:39:13 Financial economics Applied mathematics Risk Value at risk RiskMetrics Coherent risk measure Risk measure Variance Tail value at risk Financial risk Actuarial science Mathematical finance

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