Risk measure

Results: 622



#Item
581Economics / Fixed income analysis / Interest rates / Options / Stochastic processes / Black–Scholes / Ho–Lee model / Risk-neutral measure / Short-rate model / Financial economics / Mathematical finance / Finance

quant corner The Mathematical Modeler

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Source URL: www.thomasho.com

Language: English - Date: 2009-11-03 21:30:16
582Mathematical finance / Semimartingale / Fractional Brownian motion / Risk-neutral measure / Wiener process / Quadratic variation / Brownian motion / Normal distribution / No free lunch with vanishing risk / Statistics / Stochastic processes / Martingale theory

Mathematical Finance, Vol. 7, No. 1 (January 1997), 95–105 ARBITRAGE WITH FRACTIONAL BROWNIAN MOTION

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Source URL: www.long-memory.com

Language: English - Date: 2006-08-22 10:40:28
583Risk / Applied mathematics / Financial economics / Expected shortfall / Value at risk / Risk measure / Distribution / Normal distribution / Financial risk / Actuarial science / Mathematical finance

Conditional Value-at-Risk (CVaR): Algorithms and Applications

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Source URL: www-iam.mathematik.hu-berlin.de

Language: English - Date: 2001-09-23 13:00:42
584Finance / Black–Scholes / Optimal control / Risk-neutral measure / Real options valuation / Futures contract / Valuation of options / Financial economics / Mathematical finance / Options

doi:[removed]j.cor[removed]

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Source URL: www.gonzalocortazar.com

Language: English - Date: 2008-05-19 00:19:49
585Mathematical finance / Financial institutions / Institutional investors / Probability theory / Risk-neutral measure / Insurance / Arbitrage / Life insurance / Health insurance / Financial economics / Investment / Finance

COMMUNITY RATING AND EQUALISATION

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Source URL: www.casact.org

Language: English - Date: 2012-04-11 20:54:02
586Debt / Monetary policy / Phillips curve / Unemployment / Risk-neutral measure / Inflation / Probability distribution / Interest / Probability / Probability and statistics / Economics / Probability theory

PDF Document

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Source URL: pages.uoregon.edu

Language: English - Date: 2007-05-02 21:29:09
587Social information processing / Futures contract / Finance / Noise / Risk-neutral measure / Stock market / Financial system / Mathematical finance / Financial economics / Prediction market

PDF Document

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Source URL: hanson.gmu.edu

Language: English - Date: 2007-12-20 13:51:34
588Investment / Economics / Financial markets / Statistical arbitrage / Arbitrage / Quantitative analyst / Risk-neutral measure / Long-Term Capital Management / Market neutral / Financial economics / Mathematical finance / Finance

PDF Document

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Source URL: www.wilmott.com

Language: English - Date: 2008-07-09 00:57:00
589Marketing / Economic theories / Marxist theory / Price / Monopoly / Inflation / Capitalism / Risk-neutral measure / Medium of exchange / Economics / Pricing / Business

ControlCenter2

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Source URL: www.walterblock.com

Language: English - Date: 2012-01-18 11:30:49
590Measurement / Statistical power / Conditional probability / Risk-neutral measure / Expected value / Dimensional analysis / Audio power / Support / Power / Probability theory / Mathematical analysis / Statistics

PDF Document

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Source URL: www.unc.edu

Language: English - Date: 2011-08-28 13:50:08
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