<--- Back to Details
First PageDocument Content
Finance / Two-moment decision models / Arbitrage / Beta / Futures contract / Expected utility hypothesis / Risk / Risk-neutral measure / Capital asset pricing model / Financial economics / Mathematical finance / Economics
Date: 2015-02-05 19:41:47
Finance
Two-moment decision models
Arbitrage
Beta
Futures contract
Expected utility hypothesis
Risk
Risk-neutral measure
Capital asset pricing model
Financial economics
Mathematical finance
Economics

The Arbitrage Theory of Capital

Add to Reading List

Source URL: teach.business.uq.edu.au

Download Document from Source Website

File Size: 1,41 MB

Share Document on Facebook

Similar Documents

The Risk-Neutral Measure and Option Pricing under Log-Stable Uncertainty J. Huston McCulloch* June 27, 2003 The fact that expected payo¤s on assets and call options are in…nite under

DocID: 1usD5 - View Document

Economy / Finance / Money / Financial markets / Mathematical finance / Financial economics / Corporate finance / Fixed income analysis / Bond / Corporate bond / Valuation / Risk-neutral measure

An Experimental Study of Bond Market Pricing∗ Matthias Weber† John Duffy‡ Arthur Schram§

DocID: 1roHP - View Document

Mathematical finance / Risk-neutral measure

gï² ïÄ !Ƭ)“ ¥I‰ÆêƆXډÆïÄ

DocID: 1r5Rl - View Document

Economy / Pricing / Finance / Market economics) / Competition / Mathematical finance / Stock market / Risk-neutral measure / Order / Pricing strategies / Value-based pricing

“Pricing” is one of the biggest challenges for an artist just starting out

DocID: 1qPZA - View Document

Mathematical finance / Economy / Finance / Money / Arbitrage / Risk-neutral measure / BlackScholes model / Actuarial science / Futures contract / Derivative / Forward contract / Rational pricing

A Law of Large Numbers approach to valuation in life insurance Tom Fischer∗ Heriot-Watt University, Edinburgh First version: March 17, 2003 This version: February 17, 2006

DocID: 1qD4J - View Document