Risk-neutral measure

Results: 342



#Item
281Economics / Consumer theory / Competition / Demand / Futures contract / Risk-neutral measure / Monopoly / Real prices and ideal prices / Pricing / Marketing / Business

Microsoft Word - Appendix B.doc

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Source URL: www.ecb.europa.eu

Language: English - Date: 2004-11-23 11:59:38
282Seigniorage / Futures contract / Market / Price / Bond / Risk-neutral measure / Inflation / Exchange rate / Economics / Financial markets / Foreign exchange market

Microsoft Word - liquidity seigniorage pop sto +[removed]doc

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Source URL: www-new.vanderbilt.edu

Language: English - Date: 2012-10-09 14:58:20
283Options / Investment / Black–Scholes / Implied volatility / Risk-neutral measure / Forward contract / Futures contract / Stochastic volatility / Volatility smile / Financial economics / Mathematical finance / Finance

Demand-Based Option Pricing Nicolae Gˆarleanu University of California at Berkeley, CEPR, and NBER Lasse Heje Pedersen New York University, CEPR, and NBER Allen M. Poteshman

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Source URL: people.stern.nyu.edu

Language: English - Date: 2010-02-07 17:25:57
284Financial markets / Mathematical finance / Actuarial science / Financial risk / Incomplete markets / Derivative / Futures contract / Risk-neutral measure / Risk premium / Financial economics / Finance / Investment

Valuation in Over-the-Counter Markets Darrell Duffie Graduate School of Business, Stanford University Nicolae Gˆarleanu University of California, Berkeley Lasse Heje Pedersen

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Source URL: people.stern.nyu.edu

Language: English - Date: 2008-09-13 19:12:24
285Methodism / United Methodist Church / John Wesley / Wesleyanism / Risk-neutral measure / Christianity / Protestantism / Christian theology

V O L . 4, N O . 1 SPRING

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Source URL: www.quarterlyreview.org

Language: English - Date: 2014-01-06 17:09:53
286Markov processes / Stochastic processes / Matrices / Stochastic matrix / Markov chain / Martingale / Risk-neutral measure / Statistics / Markov models / Martingale theory

Misspecified Recovery∗ Jaroslav Boroviˇcka Lars Peter Hansen New York University

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Source URL: www.larspeterhansen.org

Language: English - Date: 2014-05-23 15:03:06
287Economics / Martingale theory / Stochastic processes / Options / Probability theory / Risk-neutral measure / Forward measure / Martingale / Discounting / Mathematical finance / Statistics / Financial economics

CHAPTER 23 Risk Pricing over Alternative Investment Horizons*

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Source URL: www.larspeterhansen.org

Language: English - Date: 2013-03-28 13:17:04
288Financial markets / Mathematical finance / Probability theory / Risk-neutral measure / Efficient-market hypothesis / Hedge / Utility / Risk / Arbitrage / Financial economics / Finance / Economics

Challenges to A Policy Treatment of Speculative Trading Motivated by Differences in Beliefs∗ Darrell Duffie June 14, 2014 Abstract

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Source URL: www.darrellduffie.com

Language: English - Date: 2014-06-16 15:38:16
289Microeconomics / Mathematical finance / Marginal propensity to consume / Wealth / Elasticity of intertemporal substitution / Risk aversion / Forward contract / Isoelastic utility / Risk-neutral measure / Economics / Macroeconomics / Utility

Wealth and asset price effects on economic activity

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Source URL: www.ecb.europa.eu

Language: English - Date: 2005-06-22 12:49:17
290Investment / Mathematical finance / Black–Scholes / Implied volatility / Futures contract / Call option / Moneyness / Risk-neutral measure / Hedge / Financial economics / Options / Finance

Assignable problems for the Concepts and Practice of Mathematical Finance Mark Joshi September 18, 2013 Please note that I have no intention of distributing solutions for these problems. This is to allow those using the

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Source URL: www.markjoshi.com

Language: English - Date: 2013-09-18 02:08:29
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