Risk-neutral measure

Results: 342



#Item
101Finance / 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

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

Language: English - Date: 2015-02-05 19:41:47
102Mathematical finance / Probability theory / Risk-neutral measure

PDF Document

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Source URL: www.nla.gov.au

Language: English - Date: 1999-04-30 03:40:31
103Finance / Financial services / Actuarial science / Mathematical finance / Institutional investors / Hedge fund / Asset allocation / Financial crisis / Risk-neutral measure / Financial economics / Investment / Economics

Microsoft Word - 2013_August_CEDA speech_Mark Burgess _A314804_.docx

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Source URL: www.futurefund.gov.au

Language: English - Date: 2013-08-19 21:30:46
104Finance / Black–Scholes / Futures contract / Put option / Myron Scholes / Call option / Risk-neutral measure / Binomial options pricing model / Financial economics / Options / Mathematical finance

How to Hedge an Option Against an Adversary: Black-Scholes Pricing is Minimax Optimal Jacob Abernethy University of Michigan [removed]

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Source URL: papers.nips.cc

Language: English - Date: 2014-11-26 14:13:18
105Options / Business / Stochastic volatility / Risk-neutral measure / Mergers and acquisitions / Mathematical finance / Financial economics / Finance

Uncertainty shocks, asset supply and pricing over the business cycle

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Source URL: www.rba.gov.au

Language: English - Date: 2013-12-12 01:51:32
106Finance / Discounting / Yield curve / Capital asset pricing model / Forward contract / Risk-neutral measure / Interest / Beta / Risk / Mathematical finance / Financial economics / Economics

Microsoft Word - term structure of risk premium 9

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Source URL: www.parisschoolofeconomics.eu

Language: English - Date: 2014-02-13 11:37:04
107Financial markets / Stock market / Economic bubbles / Finance / Speculation / Market / Fundamental analysis / Financial crisis / Risk-neutral measure / Financial economics / Economics / Investment

Microsoft Word - BERG84_FW.doc

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Source URL: www.uni-bamberg.de

Language: English - Date: 2011-12-08 07:39:45
108Supply and demand / Real estate economics / Risk-neutral measure / Macroeconomics / United States housing bubble / Economics / Consumer theory / Demand

A simple model of a speculative housing market Roberto Dieci and Frank Westerhoff Working Paper No. 62 February 2009

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Source URL: www.uni-bamberg.de

Language: English - Date: 2010-06-28 07:41:29
109Financial markets / Stock market / Economic bubbles / Finance / Speculation / Market / Fundamental analysis / Financial crisis / Risk-neutral measure / Financial economics / Economics / Investment

Microsoft Word - BERG84_FW.doc

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Source URL: www.uni-bamberg.de

Language: English - Date: 2012-05-23 05:16:57
110Mathematics / Mathematical sciences / Probability theory / Risk-neutral measure / No free lunch with vanishing risk / Structure / Martingale / Model theory / Mathematical finance / Statistics / Stochastic processes

Deterministic criteria for the absence of arbitrage in diffusion models Aleksandar Mijatovi´c Department of Mathematics Imperial College London 6th World Congress of the Bachelier Finance Society

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-20 11:39:37
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