Risk measure

Results: 622



#Item
591Mathematical finance / Coherent risk measure / Lp space / Locally convex topological vector space / Acceptance set / Banach–Alaoglu theorem / Convex function / Weak topology / Expected shortfall / Mathematical analysis / Mathematics / Financial risk

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Source URL: www.stochastik.uni-freiburg.de

Language: English - Date: 2008-02-04 04:08:44
592Mathematical finance / Martingale theory / Stochastic calculus / Options / Risk-neutral measure / Black–Scholes / Girsanov theorem / Martingale representation theorem / Itō calculus / Statistics / Stochastic processes / Probability theory

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Source URL: www.stanford.edu

Language: English - Date: 2008-07-03 13:44:30
593Mathematical finance / Investment / Asian option / Forward contract / Put–call parity / Lookback option / Risk-neutral measure / Valuation of options / Binomial options pricing model / Financial economics / Options / Finance

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Source URL: www.stat.columbia.edu

Language: English - Date: 2002-04-29 20:14:04
594Consumer theory / Statistics / Economics / Expected utility hypothesis / Von Neumann–Morgenstern utility theorem / Preference / Constructible universe / Risk-neutral measure / Decision theory / Game theory / Utility

uncertainty_2006.dvi

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Source URL: www.stanford.edu

Language: English - Date: 2008-02-16 19:12:32
595Mathematical sciences / Financial risk / Actuarial science / Martingale theory / Risk-neutral measure / Entropic risk measure / Girsanov theorem / Coherent risk measure / Utility / Statistics / Mathematical finance / Stochastic processes

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Source URL: www.princeton.edu

Language: English - Date: 2008-09-29 15:21:32
596Applied mathematics / Mathematical sciences / Coherent risk measure / Risk measure / Expected shortfall / Dynamic risk measure / Variance / Expected value / Time consistency / Financial risk / Mathematical finance / Statistics

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Source URL: www.princeton.edu

Language: English - Date: 2008-11-12 13:13:32
597Economics / Black–Scholes / Risk-neutral measure / Option / Copula / Model risk / Futures contract / Rational pricing / Capital asset pricing model / Financial economics / Mathematical finance / Finance

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Source URL: www.math.cmu.edu

Language: English - Date: 2009-07-17 13:56:58
598Actuarial science / Mathematics / Applied mathematics / Acceptance set / Coherent risk measure / Risk measure / Ordinal number / S / Von Neumann universe / Mathematical finance / Financial risk / Mathematical logic

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Source URL: www.math.ethz.ch

Language: English - Date: 1998-09-14 16:41:20
599Options / Economics / Binomial options pricing model / Black–Scholes / Trinomial tree / Normal distribution / Asian option / Risk-neutral measure / Log-normal distribution / Financial economics / Mathematical finance / Finance

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Source URL: www.math.ust.hk

Language: English - Date: 2006-09-06 21:50:16
600Mathematical finance / Investment / Derivative / Futures contract / Arbitrage / Risk-neutral measure / Forward contract / Put option / Valuation of options / Financial economics / Options / Finance

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Source URL: www.mayin.org

- Date: 2010-04-28 11:10:19
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