Risk-neutral measure

Results: 342



#Item
81Finance / Investment / Implied volatility / Volatility smile / Black–Scholes / Volatility / Risk-neutral measure / Moneyness / Rational pricing / Mathematical finance / Financial economics / Options

Federal Reserve Bank of New York Staff Reports A Simple and Reliable Way to Compute Option-Based Risk-Neutral Distributions Allan M. Malz

Add to Reading List

Source URL: www.newyorkfed.org

Language: English - Date: 2014-06-04 16:08:43
82Financial services / Funds / Stock market / Financial accounting / Collective investment scheme / Net asset value / Valuation / Risk-neutral measure / Equity / Financial economics / Finance / Investment

Unit Pricing Policy Issue number 5 dated 27 August 2014 Issued by Perpetual Investment Management Limited ABN[removed]AFSL[removed]

Add to Reading List

Source URL: www.perpetual.com.au

Language: English - Date: 2014-11-02 18:52:07
83Actuarial science / Probability theory / Financial risk / Monetary policy / Deflation / Risk-neutral measure / Risk aversion / Implied volatility / Risk / Economics / Inflation / Mathematical finance

The information content of inflation options

Add to Reading List

Source URL: www.ecb.europa.eu

Language: English - Date: 2015-03-10 09:27:53
84Monty Hall problem / Birthday problem / Polygraph / Statistical hypothesis testing / Prime number / Risk-neutral measure / Frequency probability / Mathematics / Probability / Probability theory

http://www.dartmouth.edu/~chance/chance_news/current_news/curre

Add to Reading List

Source URL: www.dartmouth.edu

Language: English - Date: 2003-10-18 14:56:36
85Economics / Financial risk / Financial markets / Actuarial science / Investment / Risk-neutral measure / Risk premium / Volatility / Risk / Financial economics / Finance / Mathematical finance

Risk premia across markets: information from option prices - BIS Quarterly Review, part 8, March 2006

Add to Reading List

Source URL: www.bis.org

Language: English - Date: 2006-03-05 18:00:00
86Mathematical finance / Taxation / Anti-globalization / International taxation / Arbitrage / Income tax in the United States / Tax / Income tax / Risk-neutral measure / Finance / Business / Economics

AUSTRALASIAN TAX TEACHERS’ ASSOCIATION ANNUAL CONFERENCE SYDNEY UNIVERSITY JANUARY[removed]STEPHEN A. WHITTINGTON

Add to Reading List

Source URL: sydney.edu.au

Language: English - Date: 2013-02-07 20:10:53
87Fixed income analysis / New Keynesian economics / Economic theories / Mathematical finance / Financial markets / Dynamic stochastic general equilibrium / Risk-neutral measure / Bond valuation / Economic model / Economics / Financial economics / Macroeconomics

Welfare and bond pricing implications of fiscal stabilization policies

Add to Reading List

Source URL: www.suomenpankki.fi

Language: English - Date: 2013-12-11 09:02:30
88Problem solving / Extensive-form game / Nash equilibrium / Strategy / Complete information / Risk-neutral measure / Normal-form game / Expected value / Bayesian game / Game theory / Gaming / Decision theory

GAMES WITH INCOMPLETE INFORMATION Nobel Lecture, December 9, 1994 by JOHN C . HA R S A N Y I Haas School of Business, University of California, Berkeley, USA

Add to Reading List

Source URL: www.nobelprize.org

Language: English - Date: 2013-10-18 06:44:56
89Business / Kevin Rudd / Warranty / Price / AVG / Risk-neutral measure / Brand / Marketing / Pricing / Government of Australia

PDF Document

Add to Reading List

Source URL: www.homeinsulationroyalcommission.gov.au

Language: English - Date: 2015-01-14 02:28:45
90Risk-neutral measure / Welfare economics / Federal Communications Commission / Open spectrum / Monopoly / Technology / Economics / Communication / Radio resource management / Radio spectrum / Spectrum management

The Tradeoff of the Commons Under Stochastic Use Xiaoyong Cao∗ Jiong Gong† Department of Economics

Add to Reading List

Source URL: www.lingnan.sysu.edu.cn

Language: English - Date: 2014-12-22 01:51:26
UPDATE