Risk-neutral measure

Results: 342



#Item
261Pricing / Game theory / Marketing / Inflation / Macroeconomic model / General equilibrium theory / Risk-neutral measure / Dynamic stochastic general equilibrium / Economic model / Macroeconomics / Economics / New Keynesian economics

Understanding and Modelling Reset Price Inflation Engin Kara Discussion Paper No[removed]November 2011

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Source URL: www.efm.bris.ac.uk

Language: English - Date: 2012-02-17 10:07:08
262Financial risk / Finance / Mathematical finance / Financial markets / Corporate bond / Risk-neutral measure / Yield curve / Bond / Risk aversion / Financial economics / Economics / Actuarial science

Determinants of the time varying risk premia Pornpinun Chantapacdepong Discussion Paper No[removed]

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Source URL: www.efm.bris.ac.uk

Language: English - Date: 2012-02-17 10:07:05
263Mathematical finance / United States housing bubble / Markov chain / Collateralized debt obligation / Lambda calculus / Risk-neutral measure / Financial Correlations / Financial economics / Finance / Investment

DYNAMIC CREDIT CORRELATION MODELING C. ALBANESE, O. CHEN, A. DALESSANDRO, AND A. VIDLER Abstract. As the market for credit baskets and single tranche bespoke CDOs keeps growing very rapidly, we witness a lively debate ab

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Source URL: www.albanese.co.uk

Language: English - Date: 2014-03-17 15:14:17
264Mathematical finance / Martingale theory / Stochastic calculus / Differential equations / Wiener process / Stochastic differential equation / Risk-neutral measure / Feynman–Kac formula / Heat equation / Statistics / Mathematical analysis / Stochastic processes

Inflācijas gaidas Latvijā: patērētāju apsekojuma rezultāti

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Source URL: www.macroeconomics.lv

Language: English - Date: 2010-12-07 10:08:35
265Mathematical finance / Markov models / Markov chain / Poisson process / Risk-neutral measure / Stochastic matrix / Black–Scholes / Probability distribution / Financial Correlations / Statistics / Stochastic processes / Markov processes

DISCRETE CREDIT BARRIER MODELS CLAUDIO ALBANESE AND OLIVER X. CHEN Abstract. The model introduced in this article is designed to provide a consistent representation for both the real-world and pricing measures for the cr

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Source URL: www.albanese.co.uk

Language: English - Date: 2014-03-17 15:14:19
266Actuarial science / United States housing bubble / Mathematical finance / Credit default swap / Corporate bond / Euro / Risk-neutral measure / Credit risk / Bond / Economics / Financial economics / Finance

The Janus-headed salvation: sovereign and bank credit risk premia during[removed]

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Source URL: www.ecb.europa.eu

Language: English - Date: 2009-12-11 04:23:09
267Finance / Economics / Yield curve / Financial markets / Arbitrage / Risk-neutral measure / Economic model / Futures contract / Financial economics / Mathematical finance / Fixed income market

HOW ARBITRAGE-FREE IS THE NELSON-SIEGEL MODEL?

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Source URL: www.ecb.europa.eu

Language: English - Date: 2008-02-27 09:08:23
268Financial crises / Business cycle / United States housing bubble / Economic bubbles / Stock market bubble / Boom and bust / Credit crunch / Investment / Risk-neutral measure / Economics / Financial economics / Macroeconomics

Bubbles and Credit Constraints Jianjun Miaoy Pengfei Wangz July 5, 2013

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Source URL: fakultaetsseminar.uni-mannheim.de

Language: English - Date: 2013-10-02 10:17:30
269Recruitment / Risk-neutral measure / Actuarial science / Quantum logic / Economics / Classical cipher / Employment / Interviews / Job interview

INTERVIEW GUIDE Let us help, visit us today: 248 Flanner Hall | careercenter. nd.edu | ([removed] | [removed]

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Source URL: careercenter.nd.edu

Language: English - Date: 2014-05-05 15:09:23
270Economics / Options / Stock market / Risk-neutral measure / Quantitative analyst / Black–Scholes / Fundamental theorem / Economic model / Swaption / Financial economics / Finance / Mathematical finance

Global Valuation Approach, an Application to Interest Rates Giovanni Bruno November 6, 2012 Contents

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Source URL: www.albanese.co.uk

Language: English - Date: 2014-03-17 15:14:37
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