Risk-neutral measure

Results: 342



#Item
51Statistics / Solvency cone / Risk-neutral measure / Black–Scholes / Hamilton–Jacobi–Bellman equation / Frictionless market / Arbitrage / Economic model / Mathematical finance / Financial economics / Finance

Preface This book contains an introduction to the mathematical theory of financial markets with proportional transaction costs. Traditionally, a theoretical analysis of models with market imperfections was considered a

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Source URL: www.cemi.rssi.ru

Language: English - Date: 2010-05-11 11:07:02
52Management / Financial economics / Solvency II Directive / Risk-neutral measure / Tiny Encryption Algorithm / Risk / Futures contract / Mathematical finance / Ethics / Actuarial science

On the Calculation of the Solvency Capital Requirement based on Nested Simulations∗ Daniel Bauer Daniela Bergmann† Andreas Reuss

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Source URL: www.willisresearchnetwork.com

Language: English - Date: 2012-02-01 14:03:35
53Investment / Mathematical finance / Arbitrage / Limits to arbitrage / Algorithmic trading / Long-Term Capital Management / Risk-neutral measure / Futures contract / Relative value / Financial economics / Finance / Financial markets

A Price is a Social Thing: Towards a Material Sociology of Arbitrage Daniel Beunza Iain Hardie Donald MacKenzie January 2006

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Source URL: www.sps.ed.ac.uk

Language: English - Date: 2010-06-20 07:35:35
54Financial economics / Mathematical sciences / Black–Scholes / Equations / Options / Stock market / Risk-neutral measure / Martingale / Mathematical finance / Statistics / Stochastic processes

Contents 1 Approximative Hedging . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1.1 Black–Scholes Formula Revisited . . . . . . . . . . . . . . . . . . . . . . . . . .

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Source URL: www.cemi.rssi.ru

Language: English - Date: 2010-05-11 10:54:07
55Risk-neutral measure / Forward contract / Hong Kong / Finance / Bank of China / .hk / Financial economics

Morning Express 26 March 2015 Focus of the Day Indices

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Source URL: www.bocomgroup.com

Language: English - Date: 2015-05-04 23:10:12
56Funds / Financial services / Collective investment scheme / Unit trust / Net asset value / Valuation / Forward contract / Responsible entity / Risk-neutral measure / Financial economics / Finance / Investment

Microsoft Word - DDH Unit Pricing Discretions Policy.doc

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Source URL: www.ddhgraham.com.au

Language: English - Date: 2012-03-19 21:28:44
57Knowledge / Risk dominance / Coordination game / Nash equilibrium / Strategy / Risk-neutral measure / Risk aversion / Best response / Uncertainty / Game theory / Science / Problem solving

Risk attitude, beliefs, and information in a corruption game - An experimental analysis by Siegfried Berninghaus, Sven Haller, Tyll Krüger, Thomas Neumann, Stephan Schosser,

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Source URL: econpapers.wiwi.kit.edu

Language: English - Date: 2010-09-30 12:19:24
58Finance / Equations / Probability theory / Risk-neutral measure / CUDA / Asian option / Black–Scholes / Heat equation / Binomial options pricing model / Financial economics / Mathematical finance / Options

GRAPHICAL ASIAN OPTIONS MARK S. JOSHI Abstract. We discuss the problem of pricing Asian options in Black–Scholes model using CUDA on a graphics processing unit. We survey some of the issues with GPU programming and dis

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Source URL: fbe.unimelb.edu.au

Language: English - Date: 2013-08-05 02:12:17
59Economics / Mathematical finance / Risk-neutral measure / Forward contract / Yield curve / Risk premium / Forward price / Spot contract / Futures contract / Finance / Financial economics / Financial markets

An Empirical Study of the Information Premium on Electricity Markets Fred Espen Bentha,1 , Richard Biegler-K¨onigb,2 , R¨ udiger Kieselb,a,3,∗ a

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Source URL: www.biee.org

Language: English - Date: 2012-09-16 07:55:36
60Financial markets / Economics / Arbitrage / Risk-neutral measure / Fundamental theorem of asset pricing / Futures contract / Portfolio / Derivative / Valuation / Financial economics / Finance / Mathematical finance

Editors: Department of Business Administration Faculty of Business Administration and Economics Passau University Germany

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Source URL: www.wiwi.uni-passau.de

Language: English - Date: 2009-03-14 09:55:18
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