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Risk-based pricing
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#	Item
21	Demand-Based Option Pricing Nicolae Gˆarleanu University of California at Berkeley, CEPR, and NBER Lasse Heje Pedersen New York University, CEPR, and NBER Allen M. Poteshman Add to Reading List Source URL: docs.lhpedersen.com Language: English - Date: 2010-02-07 17:25:57 Options Investment Black–Scholes Implied volatility Risk-neutral measure Forward contract Futures contract Stochastic volatility Volatility smile Financial economics Mathematical finance Finance
22	Margin-Based Asset Pricing and the Law of One Price Add to Reading List Source URL: docs.lhpedersen.com Language: English - Date: 2010-05-18 09:35:52 Financial markets Economics Capital asset pricing model Futures contract Quantitative analyst Consumption-based capital asset pricing model Arbitrage Risk Financial economics Mathematical finance Finance
23	Supplementary Material for ”Production-Based Measures of Risk for Asset Pricing” Frederico Belo∗ November 3, 2009 Appendix A Add to Reading List Source URL: www.tc.umn.edu Language: English - Date: 2009-11-03 17:10:35 Manufacturing Financial ratios Microeconomics Productivity Beta Production function Rate of return Business Technology Economic growth
24	Federal Reserve Bank of New York Staff Reports A Simple and Reliable Way to Compute Option-Based Risk-Neutral Distributions Allan M. Malz Add to Reading List Source URL: www.newyorkfed.org Language: English - Date: 2014-06-04 16:08:43 Finance Investment Implied volatility Volatility smile Black–Scholes Volatility Risk-neutral measure Moneyness Rational pricing Mathematical finance Financial economics Options
25	Conference on The Real CCAPM and Strategic Finance Thursday, September 13, 2012 At 4:30 p.m. CIRANO Add to Reading List Source URL: www.cirano.qc.ca Language: English - Date: 2012-08-23 10:53:09 Ethics Mathematical sciences Inflation Polytechnic Institute of New York University Finance Consumption-based capital asset pricing model Exogeny Risk Computational finance Mathematical finance Actuarial science Management
26	The Journal of Risk (45–70) Volume 15/Number 1, Fall 2012 Calibrating risk preferences with the generalized capital asset pricing model based Add to Reading List Source URL: www.ise.ufl.edu Language: English - Date: 2013-06-15 17:51:05 Finance Capital asset pricing model Expected shortfall Modern portfolio theory Beta Standard deviation Risk-neutral measure R. Tyrrell Rockafellar Absolute deviation Mathematical finance Statistics Financial economics
27	Microsoft Word - risk based pricing paper[removed]doc Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2003-12-15 12:44:45 Debt United States housing bubble Mortgage industry of the United States Loans Credit Credit risk Mortgage loan Interest rate Risk-based pricing Financial economics Economics Finance
28	Risk-Based Pricing In Consumer Lending Fall 2014 About the Author Add to Reading List Source URL: tcainstitute.org Language: English - Date: 2014-11-24 11:47:07 Finance Economics Debt Mortgage industry of the United States Credit risk Risk-based pricing Credit score Predatory lending Payday loan Financial economics Credit Personal finance
29	Risk-Based Pricing In Consumer Lending Fall 2014 About the Author Add to Reading List Source URL: www.centerforcapitalmarkets.com Language: English - Date: 2014-10-28 09:26:06 Finance Economics Debt Mortgage industry of the United States Credit risk Risk-based pricing Credit score Predatory lending Payday loan Financial economics Credit Personal finance
30	Supervisory Highlights Summer 2014 Table of contents Table of contents......................................................................................................... 2 Add to Reading List Source URL: files.consumerfinance.gov Language: English - Date: 2014-09-18 15:27:21 Finance Discrimination Mortgage discrimination United States federal banking legislation Economics Debt Risk-based pricing Credit Dodd–Frank Wall Street Reform and Consumer Protection Act Mortgage industry of the United States Financial economics Loans

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