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 Date: 2009-11-03 21:30:16Economics Fixed income analysis Interest rates Options Stochastic processes Black–Scholes Ho–Lee model Risk-neutral measure Short-rate model Financial economics Mathematical finance Finance |
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quant corner The Mathematical Modeler | The Risk-Neutral Measure and Option Pricing under Log-Stable Uncertainty J. Huston McCulloch* June 27, 2003 The fact that expected payo¤s on assets and call options are in…nite underDocID: 1usD5 - View Document |
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| “Pricing” is one of the biggest challenges for an artist just starting outDocID: 1qPZA - View Document |
| A Law of Large Numbers approach to valuation in life insurance Tom Fischer∗ Heriot-Watt University, Edinburgh First version: March 17, 2003 This version: February 17, 2006DocID: 1qD4J - View Document |