Risk-neutral measure

Results: 342



#Item
51Preface  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

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
52On the Calculation of the Solvency Capital Requirement based on Nested Simulations∗ Daniel Bauer Daniela Bergmann† Andreas Reuss

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
53A Price is a Social Thing: Towards a Material Sociology of Arbitrage Daniel Beunza Iain Hardie Donald MacKenzie January 2006

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
54Contents  1 Approximative Hedging . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1.1 Black–Scholes Formula Revisited . . . . . . . . . . . . . . . . . . . . . . . . . .

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
55Morning Express 26 March 2015 Focus of the Day Indices

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
56Microsoft Word - DDH Unit Pricing Discretions Policy.doc

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
57Risk attitude, beliefs, and information in a corruption game - An experimental analysis by Siegfried Berninghaus, Sven Haller, Tyll Krüger, Thomas Neumann, Stephan Schosser,

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
58GRAPHICAL 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

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
59An Empirical Study of the Information Premium on Electricity Markets Fred Espen Bentha,1 , Richard Biegler-K¨onigb,2 , R¨ udiger Kieselb,a,3,∗ a

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
60Editors: Department of Business Administration Faculty of Business Administration and Economics Passau University Germany

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