Risk-neutral measure

Results: 342



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321Mathematical sciences / Financial risk / Actuarial science / Martingale theory / Risk-neutral measure / Entropic risk measure / Girsanov theorem / Coherent risk measure / Utility / Statistics / Mathematical finance / Stochastic processes

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Source URL: www.princeton.edu

Language: English - Date: 2008-09-29 15:21:32
322Economics / Black–Scholes / Risk-neutral measure / Option / Copula / Model risk / Futures contract / Rational pricing / Capital asset pricing model / Financial economics / Mathematical finance / Finance

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Source URL: www.math.cmu.edu

Language: English - Date: 2009-07-17 13:56:58
323Options / Economics / Binomial options pricing model / Black–Scholes / Trinomial tree / Normal distribution / Asian option / Risk-neutral measure / Log-normal distribution / Financial economics / Mathematical finance / Finance

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Source URL: www.math.ust.hk

Language: English - Date: 2006-09-06 21:50:16
324Mathematical finance / Investment / Derivative / Futures contract / Arbitrage / Risk-neutral measure / Forward contract / Put option / Valuation of options / Financial economics / Options / Finance

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Source URL: www.mayin.org

- Date: 2010-04-28 11:10:19
325Financial economics / Mathematical finance / Crowd psychology / Financial contagion / Diversification / Risk-neutral measure / Balance sheet / Financial risk / Finance / Economics

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Source URL: www.its.caltech.edu

Language: English - Date: 2013-10-02 12:22:57
326Nash equilibrium / Risk-neutral measure / Scheduling / Problem solving / Applied mathematics / Operations research / Game theory / Stackelberg competition / Federal Air Marshal Service

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Source URL: www.ifaamas.org

Language: English - Date: 2009-05-06 08:00:34
327Mathematical finance / Financial markets / Investment / Mean reversion / Stock market / Futures contract / Risk-neutral measure / Market trend / Financial economics / Finance / Economics

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Source URL: www.bus.lsu.edu

Language: English - Date: 2005-03-02 10:38:14
328Finance / Interest rates / Stochastic processes / Fixed income analysis / Hull–White model / Short-rate model / Black–Scholes / Forward measure / Risk-neutral measure / Mathematical finance / Financial economics / Statistics

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Source URL: www.columbia.edu

Language: English - Date: 2010-02-22 15:06:05
329Finance / Fundamental theorem of asset pricing / Risk-neutral measure / Arbitrage / No free lunch with vanishing risk / Black–Scholes / Martingale / Futures contract / Local martingale / Mathematical finance / Financial economics / Statistics

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Source URL: www.ams.org

Language: English - Date: 2004-03-24 14:59:34
330Mathematical finance / Financial markets / Crowd psychology / Financial contagion / Risk-neutral measure / General equilibrium theory / Futures contract / Valuation / Stock market / Economics / Financial economics / Finance

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Source URL: web.cenet.org.cn

Language: English - Date: 2006-12-09 03:13:02
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