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Forward measure
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1	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, 2006 Add to Reading List Source URL: www.statistik-mathematik.uni-wuerzburg.de Language: English - Date: 2014-02-26 07:25:48 Mathematical finance Economy Finance Money Arbitrage Risk-neutral measure BlackScholes model Actuarial science Futures contract Derivative Forward contract Rational pricing
2	Energy Spot Price Models and Spread Options Pricing Samuel Hikspoors and Sebastian Jaimungal ∗ a Add to Reading List Source URL: www.bbk.ac.uk Language: English - Date: 2007-03-27 13:47:18 Mathematical finance Economy Finance Money BlackScholes model Risk-neutral measure Forward contract Forward price Futures contract Numraire Forward measure
3	Sentiment Lost: the Effect of Projecting the Empirical Pricing Kernel onto a Smaller Filtration Set Carlo Sala∗ Giovanni Barone-Adesi† Add to Reading List Source URL: www.cb.cityu.edu.hk Language: English - Date: 2016-07-08 02:30:24 Mathematical finance Risk-neutral measure Implied volatility Financial economics Numraire Futures contract Volatility BlackScholes model Forward measure
4	PRICING OF SWING OPTIONS IN A MEAN REVERTING MODEL WITH JUMPS MATS KJAER G¨ oteborg University Abstract. We investigate the pricing of swing options in a model where the Add to Reading List Source URL: www.bbk.ac.uk Language: English - Date: 2007-03-27 13:47:19 Mathematical finance Options Probability theory Risk-neutral measure Forward contract Trinomial tree Futures contract Characteristic function Distribution HullWhite model
5	(Almost) Model-Free Recovery ∗ Paul Schneider†and Fabio Trojani‡ January 9, 2016 Add to Reading List Source URL: www.cb.cityu.edu.hk Language: English - Date: 2016-07-08 02:31:25 Mathematical finance BlackScholes model Risk-neutral measure Forward price VIX Forward measure Quantitative analyst Rational pricing
6	An Anatomy of the Equity Premium∗ Paul Schneider† January 9, 2016 Abstract This paper introduces a decomposition of the forward market return in terms of higher-order realized, and option-implied risk aversion, conne Add to Reading List Source URL: www.cb.cityu.edu.hk Language: English - Date: 2016-07-08 02:31:01 Mathematical finance BlackScholes model Risk aversion Equity premium puzzle Risk premium Volatility Implied volatility Risk-neutral measure Rate of return Normal distribution
7	ANALYSIS technical How to value a coco Converting default risk into conversion risk provides a method for valuing contingent convertibles, according to Patrick Cheridito and Zhikai Xu Add to Reading List Source URL: www.princeton.edu Language: English - Date: 2014-10-21 18:01:47 Mathematical finance Convertible bond Bond Forward measure Futures contract Credit risk Coco Financial risk Risk-neutral measure Hedge Discounting Fixed income
8	DELFT UNIVERSITY OF TECHNOLOGY REPORTOn Cross-Currency Models with Stochastic Volatility and Correlated Interest Rates Lech A. Grzelak, Cornelis W. Oosterlee Add to Reading List Source URL: www.ewi.tudelft.nl Language: English - Date: 2011-05-11 08:16:59 Mathematical sciences Hull–White model Heath–Jarrow–Morton framework Normal distribution LIBOR market model Short-rate model Forward measure Heston model Stochastic volatility Mathematical finance Statistics Financial economics
9	Microsoft Word - cap_insure_compensate_ssrn.doc Add to Reading List Source URL: www.pik-potsdam.de Language: English - Date: 2013-05-13 14:36:06 Economics Cooperative game Nash equilibrium Economics of global warming Emissions trading Bargaining problem Outcome Risk-neutral measure Forward contract Game theory Problem solving Decision theory
10	DELFT UNIVERSITY OF TECHNOLOGY REPORTAn Equity-Interest Rate Hybrid Model With Stochastic Volatility And The Interest Rate Smile Lech A. Grzelak, Cornelis W. Oosterlee Add to Reading List Source URL: www.ewi.tudelft.nl Language: English - Date: 2011-05-11 08:16:58 Finance Hull–White model LIBOR market model Heston model Stochastic volatility Local volatility Short-rate model Forward measure Cox–Ingersoll–Ross model Mathematical finance Financial economics Statistics

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