Risk-neutral measure

Results: 342



#Item
301General equilibrium theory / Law and economics / Arrow–Debreu model / Gérard Debreu / Risk-neutral measure / Complete market / Risk / Economic model / Financial risk / Economics / Mathematical finance / Game theory

Preliminary Intergenerational Risk Sharing in the Spirit of Arrow, Debreu,

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Source URL: scholar.harvard.edu

Language: English - Date: 2013-02-05 00:28:03
302Investment / Actuarial science / Mathematical finance / Financial risk / Financial markets / Asset allocation / Equity premium puzzle / Systematic risk / Risk-neutral measure / Financial economics / Economics / Finance

DEPRESSION BABIES: DO MACROECONOMIC EXPERIENCES AFFECT RISK TAKING? * Ulrike Malmendier

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Source URL: emlab.berkeley.edu

Language: English - Date: 2010-05-17 13:46:45
303Economics / Hedge / Risk-neutral measure / Risk / Indifference price / Mathematical finance / Financial economics / Finance

Pricing and hedging in incomplete markets Chapter 10

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Source URL: www.math.umn.edu

Language: English - Date: 2007-10-01 10:06:54
304Finance / Negative probability / Binomial options pricing model / Risk-neutral measure / Trinomial tree / Espen Gaarder Haug / Markov chain / Probability / Black–Scholes / Mathematical finance / Financial economics / Actuarial science

Espen Gaarder Haug THE COLLECTOR:

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Source URL: www.espenhaug.com

Language: English - Date: 2010-10-22 07:20:45
305Financial markets / Mathematical finance / Arbitrage / Hedge fund / Basel II / Futures contract / Risk-neutral measure / Capital requirement / Proprietary trading / Financial economics / Finance / Investment

Certified Hedge Fund Compliance Expert (CHFCE) - Part 14 International Association of Hedge Funds

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Source URL: www.hedge-funds-association.com

Language: English - Date: 2009-10-26 11:54:00
306Mathematical finance / United States housing bubble / Financial risk / Credit default swap / Debt / Corporate bond / Credit risk / Futures contract / Risk-neutral measure / Financial economics / Finance / Economics

VALUING CREDIT DEFAULT SWAPS II: MODELING DEFAULT CORRELATIONS

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Source URL: www.smartquant.com

Language: English - Date: 2010-04-29 04:03:35
307Finance / Korn–Kreer–Lenssen model / Black–Scholes / Risk-neutral measure / Forward contract / Binary option / Futures contract / Put option / Option style / Financial economics / Mathematical finance / Options

The Korn-Kreer-Lenssen Model as an Alternative for Option Pricing

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Source URL: www.wilmott.com

Language: English - Date: 2005-09-19 10:55:00
308Timken Company / Risk-neutral measure

2008 TIMKEN ANNUAL REPORT

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Source URL: www.timken.com

Language: English - Date: 2013-03-26 15:54:17
309Economics / Fixed income analysis / Interest rates / Options / Stochastic processes / Black–Scholes / Ho–Lee model / Risk-neutral measure / Short-rate model / Financial economics / Mathematical finance / Finance

quant corner The Mathematical Modeler

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Source URL: www.thomasho.com

Language: English - Date: 2009-11-03 21:30:16
310Mathematical finance / Semimartingale / Fractional Brownian motion / Risk-neutral measure / Wiener process / Quadratic variation / Brownian motion / Normal distribution / No free lunch with vanishing risk / Statistics / Stochastic processes / Martingale theory

Mathematical Finance, Vol. 7, No. 1 (January 1997), 95–105 ARBITRAGE WITH FRACTIONAL BROWNIAN MOTION

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Source URL: www.long-memory.com

Language: English - Date: 2006-08-22 10:40:28
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