<--- Back to Details
First PageDocument Content
Finance / Investment / Implied volatility / Black–Scholes / Volatility / Local volatility / Valuation of options / Futures contract / Risk-neutral measure / Financial economics / Mathematical finance / Options
Finance
Investment
Implied volatility
Black–Scholes
Volatility
Local volatility
Valuation of options
Futures contract
Risk-neutral measure
Financial economics
Mathematical finance
Options

Add to Reading List

Source URL: haas.berkeley.edu

Download Document from Source Website

Share Document on Facebook

Similar Documents

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 under

DocID: 1usD5 - View Document

Economy / Finance / Money / Financial markets / Mathematical finance / Financial economics / Corporate finance / Fixed income analysis / Bond / Corporate bond / Valuation / Risk-neutral measure

An Experimental Study of Bond Market Pricing∗ Matthias Weber† John Duffy‡ Arthur Schram§

DocID: 1roHP - View Document

Mathematical finance / Risk-neutral measure

gï² ïÄ !Ƭ)“ ¥I‰ÆêƆXډÆïÄ

DocID: 1r5Rl - View Document

Economy / Pricing / Finance / Market economics) / Competition / Mathematical finance / Stock market / Risk-neutral measure / Order / Pricing strategies / Value-based pricing

“Pricing” is one of the biggest challenges for an artist just starting out

DocID: 1qPZA - View Document

Mathematical finance / Economy / Finance / Money / Arbitrage / Risk-neutral measure / BlackScholes model / Actuarial science / Futures contract / Derivative / Forward contract / Rational pricing

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

DocID: 1qD4J - View Document