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Risk-neutral measure
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21	Option Pricing on Cash Mergers Victor H. Martinez, Ioanid Ro¸su and C. Alan Bester∗ September 30, 2009 Abstract When a cash merger is announced but not completed, there are two main sources Add to Reading List Source URL: www.hec.unil.ch Language: English - Date: 2010-01-22 04:26:14 Mathematical finance Options BlackScholes model Volatility Implied volatility Moneyness Binary option Putcall parity Risk-neutral measure Local volatility VIX
22	ANALYSIS technical How to value a coco Converting default risk into conversion risk provides a method for valuing contingent convertibles, according to Patrick Cheridito and Zhikai Xu Add to Reading List Source URL: www.princeton.edu Language: English - Date: 2014-10-21 18:01:47 Mathematical finance Convertible bond Bond Forward measure Futures contract Credit risk Coco Financial risk Risk-neutral measure Hedge Discounting Fixed income
23	MATHEMATISCHES FORSCHUNGSINSTITUT OBEFRWOLFACH T a g u n g s b e r i c h t Add to Reading List Source URL: www.fam.tuwien.ac.at Language: English - Date: 2003-06-14 17:14:35 Mathematical finance Applied mathematics Economy Finance BlackScholes model Implied volatility Stochastic volatility Risk-neutral measure Volatility Option Quantitative analyst Brownian motion
24	Deflation Risk Matthias Fleckenstein, Francis A. Longstaff, Hanno Lustig Q Group Conference October 2015 Add to Reading List Source URL: www.q-group.org Language: English - Date: 2015-12-04 10:26:32 Economy Money Inflation Monetary economics Deflation Yield curve Great Depression Risk-neutral measure Long Depression
25	A Sharper Ratio: A General Measure for Correctly Ranking Non-Normal Investment Risks Kent Smetters ∗ Xingtan Zhang † Add to Reading List Source URL: www.q-group.org Language: English - Date: 2016-01-28 18:02:14 Financial ratios Mathematical finance Financial risk Utility Decision theory Sharpe ratio Risk aversion Sortino ratio Expected utility hypothesis Hyperbolic absolute risk aversion Risk-neutral measure Beta
26	Robust Control and Model Uncertainty Lars Peter Hansen Thomas J. Sargent January 22, 2001 Add to Reading List Source URL: www.tomsargent.com Language: English - Date: 2015-04-08 13:04:07 Mathematical analysis Multiplier Girsanov theorem Risk-neutral measure Progressively measurable process Wiener process Brownian motion Statistics Stochastic processes Probability theory
27	Microsoft Word - cap_insure_compensate_ssrn.doc Add to Reading List Source URL: www.pik-potsdam.de Language: English - Date: 2013-05-13 14:36:06 Economics Cooperative game Nash equilibrium Economics of global warming Emissions trading Bargaining problem Outcome Risk-neutral measure Forward contract Game theory Problem solving Decision theory
28	III. Uncertainty, Expected Utility, and Competitive Trade Neil Wallace June 9, Add to Reading List Source URL: econ.la.psu.edu Language: English - Date: 2014-03-12 16:05:22 Statistics Expected utility hypothesis Risk-neutral measure General equilibrium theory Problem solving Game theory Decision theory Utility
29	American Economic Review 2014, 104(1): 323–337 http://dx.doi.orgaerTerm Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Comment† Add to Reading List Source URL: faculty.chicagobooth.edu Language: English - Date: 2014-07-21 10:33:47 Mathematical finance Econometrics Fixed income market Estimation theory Yield curve Vector autoregression Ordinary least squares Risk-neutral measure Inflation Statistics Economics Regression analysis
30	TRUSTING THE STOCK MARKET LUIGI GUISO, PAOLA SAPIENZA, and LUIGI ZINGALES∗ ABSTRACT We study the effect that a general lack of trust can have on stock market participation. In deciding whether to buy stocks, investors Add to Reading List Source URL: faculty.chicagobooth.edu Language: English - Date: 2011-11-23 17:27:05 Actuarial science Decision theory Economics Funds Mathematical finance Ambiguity aversion Investor Trust Risk-neutral measure Ethics Financial economics Behavioral finance