Risk-neutral measure

Results: 342



#Item
111Economics / Actuarial science / Financial economics / Risk-neutral measure / Discounting / Yield curve / Interest rate / Normal distribution / Mathematical finance / Probability theory / Finance

Valuation of Cash Flows under Random Rates of Interest: A Linear Algebraic Approach P. Date a,∗ , R. Mamon a , I.C. Wang a a Center for the Analysis of Risk and Optimisation Modelling Applications, School

Add to Reading List

Source URL: bura.brunel.ac.uk

Language: English - Date: 2014-11-01 08:05:16
112Mathematical finance / Financial risk / Actuarial science / Options / Black–Scholes / Equations / Hedge / Risk-neutral measure / Derivative / Financial economics / Finance / Economics

econstor www.econstor.eu Der Open-Access-Publikationsserver der ZBW – Leibniz-Informationszentrum Wirtschaft The Open Access Publication Server of the ZBW – Leibniz Information Centre for Economics

Add to Reading List

Source URL: www.econstor.eu

Language: English - Date: 2013-07-10 17:01:16
113Mathematical finance / Pricing / Financial markets / Futures contract / Prediction market / Price of petroleum / Saddam Hussein / Event study / Risk-neutral measure / Financial economics / Economics / Finance

Economica[removed], 225–250 doi:[removed]j[removed]00750.x Using Markets to Inform Policy: The Case of the Iraq War By JUSTIN WOLFERSn and ERIC ZITZEWITZw

Add to Reading List

Source URL: users.nber.org

Language: English - Date: 2013-06-27 13:36:11
114Martingale / Brownian motion / Quadratic variation / Feynman–Kac formula / Stopping time / Risk-neutral measure / Local martingale / Wiener process / Itō diffusion / Statistics / Stochastic processes / Black–Scholes

Stochastic Calculus and Financial Applications Final Take Home Exam (Steele: Fall[removed]Instructions. You may consult any books or articles that you find useful. If you use a result that is not from our text, attach a co

Add to Reading List

Source URL: www-stat.wharton.upenn.edu

Language: English - Date: 2013-12-11 16:06:34
115Mathematical finance / Financial risk / Actuarial science / Financial markets / Utility / Risk-neutral measure / Risk premium / Fundamental theorem of asset pricing / Risk / Financial economics / Economics / Finance

NBER WORKING PAPER SERIES THE RECOVERY THEOREM Stephen A. Ross Working Paper[removed]http://www.nber.org/papers/w17323

Add to Reading List

Source URL: www-stat.wharton.upenn.edu

Language: English - Date: 2013-12-08 15:37:01
116Mathematics / Markov chain / Risk-neutral measure / State prices / Arrow–Debreu model / Stochastic matrix / Perron–Frobenius theorem / Risk / Capital asset pricing model / Mathematical finance / Financial economics / Economics

Risk, Return, and Ross Recovery The Journal of Derivatives[removed]:[removed]Downloaded from www.iijournals.com by PETER CARR on[removed]It is illegal to make unauthorized copies of this article, forward to an unauthori

Add to Reading List

Source URL: www.math.cmu.edu

Language: English - Date: 2012-11-02 12:39:08
117Wiener process / Risk-neutral measure / Black–Scholes / Brownian motion / Quadratic variation / Martingale / Ornstein–Uhlenbeck process / Stochastic calculus / Martingale representation theorem / Statistics / Stochastic processes / Probability theory

Stochastic Calculus for Finance, AME, MT 1998, Problems 1 Stochastic Calculus for Finance Michaelmas Term 1998: Problems for solution

Add to Reading List

Source URL: www-stat.wharton.upenn.edu

Language: English - Date: 2010-12-11 08:07:57
118Finance / Stochastic processes / Equations / Investment / Black–Scholes / ICEF / Risk-neutral measure / Implied volatility / National Research University Higher School of Economics / Mathematical finance / Financial economics / Options

Continuous time option pricing with scheduled jumps in the underlying asset Dmitry Storcheus Sergey Gelman

Add to Reading List

Source URL: www.hse.ru

Language: English - Date: 2011-12-21 02:46:58
119Ethics / Mathematical finance / Behavioral finance / Critical thinking / Risk-neutral measure / Momentum / Futures contract / Valuation / Belief / Finance / Financial economics / Financial markets

Heterogeneous Beliefs in Finance: Discussion of "Momentum as an Outcome of Di erences in Higher Order Beliefs" by Banerjee, Kaniel and Kremer Stephen Morris Economics Department and Bendheim Center for Finance

Add to Reading List

Source URL: www.princeton.edu

Language: English - Date: 2007-01-03 21:57:02
120Economics / Mathematical finance / Econometrics / Investment / Actuarial science / Futures contract / Linear regression / Risk-neutral measure / Estimation theory / Financial economics / Statistics / Options

Outline Introduction OLSM

Add to Reading List

Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-26 08:44:46
UPDATE