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Risk-neutral measure
Results: 342

#	Item
271	Phoenix Natural Gas Limited (PNGL) Price Control Draft Proposals[removed]January 2012 CONSULTATION RESPONSES 1.1 Add to Reading List Source URL: www.uregni.gov.uk Language: English - Date: 2012-01-10 06:42:31 Mathematical finance Probability theory Risk-neutral measure
272	The term structure of equity premia in an affine arbitrage-free model of bond and stock market dynamics Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2009-04-28 10:17:22 Financial markets Actuarial science Mathematical finance Investment Risk-neutral measure Equity premium puzzle Risk premium Bond valuation Valuation Financial economics Finance Economics
273	A multi-factor jump-diffusion model for Commodities John Crosby 7th October 2005 Seminar at the University Finance Seminar, Cambridge University Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2008-07-21 09:36:16 Financial system Mathematical finance Commodities Futures contract Forward contract Spot contract Convenience yield Arbitrage Risk-neutral measure Financial economics Financial markets Finance
274	Microsoft Word - JohnCrosby_QF_version2.doc Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2008-07-21 09:36:23 Mathematical finance Futures contract Forward price Forward contract Commodity market Derivative Commodity Risk-neutral measure Convenience yield Financial economics Finance Economics
275	Optimal Hedging of Variance Derivatives John Crosby Centre for Economic and Financial Studies, Department of Economics, Glasgow University Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2010-12-04 14:14:55 Statistics Stochastic processes Stochastic differential equations Banking Variance swap Volatility Forward contract Risk-neutral measure Futures contract Mathematical finance Finance Financial economics
276	Pricing exotic energy and commodity options in a multi-factor jump-diffusion model John Crosby Global Head of Quantitative Analytics and Research, Lloyds TSB Financial Markets Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2008-07-21 09:36:26 Mathematical finance Options Futures contract Commodity Binary option Risk-neutral measure Black model Spread trade Financial economics Finance Investment
277	John Crosby Commodities: A simple Multi-factor Jump-Diffusion Model John Crosby, Lloyds TSB Financial Markets, Faryners House, 25 Monument Street, London EC3R 8BQ Email : [removed] Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2008-07-21 09:34:34 Mathematical finance Finance Black–Scholes Futures contract Brownian motion Risk-neutral measure Forward price Forward contract Martingale Statistics Financial economics Stochastic processes
278	Unconventional Monetary Policy and Asset Price Risk; by Shaun K. Roache and Marina V. Rousset; IMF Working Paper[removed]; August 1, 2013 Add to Reading List Source URL: www.imf.org Language: English - Date: 2013-09-03 09:02:50 Financial markets Mathematical finance Economic bubbles Financial crises Futures contract Risk-neutral measure Monetary policy Derivative Underlying Economics Financial economics Finance
279	Deadline[removed]p.m. CET Comments Template on CEIOPS-CP 40 Consultation Paper on the Draft L2 Advice on TP – Risk free interest rate Add to Reading List Source URL: eiopa.europa.eu Language: English - Date: 2010-09-06 07:12:50 Finance European Insurance and Occupational Pensions Authority Yield curve Risk-neutral measure Interest rate Swap rate Interest Comment Bond Economics Mathematical finance Financial economics
280	Dilemma not Trilemma? Capital Controls and Exchange Rates with Volatile Capital Flows Add to Reading List Source URL: www.imf.org Language: English - Date: 2013-11-07 10:04:23 Mathematical finance Inflation Futures contract Monetary policy Risk-neutral measure Interest Arbitrage Economic model Economics Financial economics Finance

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