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![]() Date: 2015-02-05 19:41:47Finance Two-moment decision models Arbitrage Beta Futures contract Expected utility hypothesis Risk Risk-neutral measure Capital asset pricing model Financial economics Mathematical finance Economics | Add to Reading List |
![]() | 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 underDocID: 1usD5 - View Document |
![]() | An Experimental Study of Bond Market Pricing∗ Matthias Weber† John Duffy‡ Arthur Schram§DocID: 1roHP - View Document |
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![]() | “Pricing” is one of the biggest challenges for an artist just starting outDocID: 1qPZA - View Document |
![]() | 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, 2006DocID: 1qD4J - View Document |