Risk-neutral measure

Results: 342



#Item
181Financial markets / Fixed income analysis / Bonds / Mathematical finance / Arbitrage / Municipal bond / Futures contract / Yield / Risk-neutral measure / Financial economics / Economics / Finance

[removed]CDIAC Webinar Transcript

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Source URL: www.treasurer.ca.gov

Language: English - Date: 2014-08-03 11:33:09
182Mathematical finance / Probability theory / Risk-neutral measure

MEASURE H OVERSIGHT COMMITTEE MINUTES June 12, 2012 Chairperson Lisa Mantarro-Moore called the Measure H Oversight Committee Meeting to order at 5:30 p.m. with the following in attendance: ROLL CALL Committee Members Cer

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Source URL: www.ci.ceres.ca.us

Language: English - Date: 2013-11-16 12:08:54
183Gittins index / Probability theory / Multi-armed bandit / Risk-neutral measure / Mechanism design / Statistics / Decision theory / Design of experiments

Incentivizing Exploration PETER FRAZIER, Cornell University, Ithaca NY DAVID KEMPE, University of Southern California, Los Angeles CA JON KLEINBERG, Cornell University, Ithaca NY ROBERT KLEINBERG, Cornell University, Ith

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Source URL: www.cs.cornell.edu

Language: English - Date: 2014-05-07 00:31:23
184Finance / Volatility / Capital asset pricing model / Beta / Variance / Autoregressive conditional heteroskedasticity / Implied volatility / Normal distribution / Risk-neutral measure / Mathematical finance / Financial economics / Statistics

Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital ˇ ˇ PASTOR, ´

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Source URL: www.lsvasset.com

Language: English - Date: 2009-04-03 12:53:38
185Mathematics / Monte Carlo methods in finance / Malliavin calculus / Integral / Brownian motion / Risk-neutral measure / Mathematical finance / Statistics / Mathematical analysis

A Differential Tree Approach to Price Path-Dependent American Options using Malliavin Calculus Henry Schellhorn and Hedley Morris School of Mathematical Sciences, Claremont Graduate University, CA 91711,USA. Abstract. We

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Source URL: sites.cgu.edu

Language: English - Date: 2014-01-28 14:45:10
186Mathematical finance / Probability theory / Stochastic differential equations / Martingale theory / Gaussian measure / Risk-neutral measure / Ornstein–Uhlenbeck process / Radon–Nikodym theorem / Forward measure / Statistics / Mathematical analysis / Stochastic processes

OPTIMAL CHANGES OF GAUSSIAN MEASURES, WITH AN APPLICATIONS TO RESIMULATION Henry Schellhorn Abstract. We derive optimality conditions and calculate approximate solutions to the problem of determining the optimal speed of

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Source URL: sites.cgu.edu

Language: English - Date: 2014-01-28 14:45:18
187Internal Revenue Service / Mathematical finance / Filing / Royalties / Forward contract / Risk-neutral measure / Government / Financial economics / Law / Taxation in the United States / IRS tax forms

SF 278 (Rev. [removed] C.F.R. Part 2634 U.S. Office of Government Ethics Executive Branch Personnel PUBLIC FINANCIAL DISCLOSURE REPORT

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Source URL: www.nasa.gov

Language: English - Date: 2014-07-28 09:32:18
188Investment / Actuarial science / Mathematical finance / Financial risk / Financial markets / Asset allocation / Equity premium puzzle / Systematic risk / Risk-neutral measure / Financial economics / Economics / Finance

DEPRESSION BABIES: DO MACROECONOMIC EXPERIENCES AFFECT RISK TAKING? * Ulrike Malmendier Stefan Nagel

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Source URL: eml.berkeley.edu

Language: English - Date: 2010-05-17 13:46:45
189Fixed income market / Probability theory / Risk-neutral measure / Finance / Yield curve / Bond / Yield / Mathematical finance / Economics / Financial economics

Extracting Deflation Probability Forecasts from Treasury Yields Jens H.E. Christensen, Jose A. Lopez, and Glenn D. Rudebusch Federal Reserve Bank of San Francisco We construct probability forecasts for episodes of price

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Source URL: www.ijcb.org

Language: English - Date: 2012-11-30 09:32:00
190Classical cipher / Mathematical finance / Probability theory / Risk-neutral measure

New Ulm review (New Ulm, Brown County, Minn.) (New Ulm, Brown County, Minn[removed]p ].

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Source URL: chroniclingamerica.loc.gov

Language: English - Date: 2012-05-03 16:33:01
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