Risk-neutral measure

Results: 342



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231Finance / Financial markets / Financial risk / Systematic risk / Risk-neutral measure / Derivative / Economic model / Incomplete markets / Mathematical finance / Financial economics / Economics

PDF Document

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Source URL: www.suomenpankki.fi

Language: English - Date: 2012-02-10 10:23:55
232Finance / Investment / Stock market / Arbitrage / Futures contract / Volatility / Index arbitrage / Day trading / Risk-neutral measure / Financial economics / Financial markets / Mathematical finance

Another Day, Another Collar: An Evaluation of the Effects of NYSE Rule 80A on Trading Costs and Intermarket Arbitrage

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Source URL: www.ots.treas.gov

Language: English - Date: 2014-08-03 08:52:43
233Financial economics / Fixed income market / Interest rates / Yield curve / Normal distribution / Productivity / Log-normal distribution / Interest / Risk-neutral measure / Economics / Mathematical finance / Business

Productivity and the Term Structure

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Source URL: www.clevelandfed.org

Language: English - Date: 2006-06-27 14:49:54
234Canada–United States relations / Risk-neutral measure

United States - Canada Beyond the Border: A Shared Vision for Perimeter Security and Economic Competitiveness

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Source URL: www.dhs.gov

Language: English - Date: 2011-12-07 09:00:00
235Finance / Options / Stochastic processes / Risk-neutral measure / Black–Scholes / Binomial options pricing model / Futures contract / Brownian motion / Volatility / Statistics / Financial economics / Mathematical finance

A tutorial introduction to financial engineering M VIDYASAGAR Cecil & Ida Green (II) Professor, Erik Jonsson School of Engineering & Computer Science, University of Texas at Dallas, 800 W. Campbell Road, Richardson, TX 7

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Source URL: www.ias.ac.in

Language: English - Date: 2010-02-23 06:21:55
236Economics / Financial markets / Arbitrage / Yield curve / Futures contract / Risk-neutral measure / Fundamental theorem of asset pricing / Bond / Economic model / Financial economics / Mathematical finance / Finance

Discussion of “Term Structure Modeling with Supply Factors and the Federal Reserve’s Large-Scale Asset Purchase Programs”∗ Mark Loewenstein Robert H. Smith School of Business, University of Maryland

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Source URL: www.ijcb.org

Language: English - Date: 2013-03-05 07:11:00
237Fixed income securities / Structured finance / United States housing bubble / Debt / Mathematical finance / Securitization / Asset-backed security / Risk-neutral measure / Futures contract / Financial economics / Finance / Economics

Comments on Dodd-Frank Act; Title IX - Asset-Backed Securities

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Source URL: www.sec.gov

Language: English - Date: 2010-09-29 13:59:08
238Psychology / Mathematical finance / American Psychological Association / Risk-neutral measure

T r e a s u r e r ’ s Paul L. Craig, PhD Treasurer R e p o r t

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Source URL: www.apa.org

Language: English - Date: 2015-01-08 16:01:37
239Finance / Investment / Stock market / Arbitrage / Futures contract / Volatility / Index arbitrage / Day trading / Risk-neutral measure / Financial economics / Financial markets / Mathematical finance

Another Day, Another Collar: An Evaluation of the Effects of NYSE Rule 80A on Trading Costs and Intermarket Arbitrage

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Source URL: www.occ.treas.gov

Language: English - Date: 2014-08-03 08:52:43
240Mathematical finance / Fixed income analysis / Stochastic processes / Probability theory / Risk-neutral measure / Yield curve / Bond valuation / Futures contract / Forward price / Financial economics / Finance / Economics

Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Computing Arbitrage-Free Yields in Multi-Factor Gaussian Shadow-Rate Term Structure

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Source URL: www.federalreserve.gov

Language: English - Date: 2013-10-03 14:34:21
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