Microsoft Word - Program15th Symposium to PublishMarch22.docx

Source URL: orion.mscc.huji.ac.il

• Dead Sea scrolls
• Emanuel Tov
• Orion Center
• Qumran
• Masoretic Text
• Tetragrammaton
• Jewish studies
• David Golinkin
• Bible
• Draft:Jamal-Dominique Hopkins
• Rachel Elior

THE BINOMIAL OPTION PRICING MODEL The Binomial Option Pricing Model The authors consider the case of option pricing for a binomial process—the first in a series of articles in Financial Engineering. by Simon Benninga

Source URL: pluto.mscc.huji.ac.il

• Options
• Mathematical finance
• BlackScholes model
• Risk-neutral measure
• Put option
• Call option
• Volatility
• Binomial options pricing model
• Lattice model

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Source URL: pluto.mscc.huji.ac.il

Journal of Risk and Uncertainty, 16:2 147–) © 1998 Kluwer Academic Publishers Stochastic Dominance and Prospect Dominance with Subjective Weighting Functions HAIM LEVY

Source URL: pluto.mscc.huji.ac.il

• Decision theory
• Stochastic dominance
• Probability distributions
• Mathematical finance
• Functions and mappings
• Financial risk
• Data transformation
• Normal distribution
• Cumulative distribution function
• Marginal conditional stochastic dominance
• Convex function
• Derivative

Microsoft Word - YARIV.doc

Source URL: pluto.mscc.huji.ac.il

• Investment
• Financial services
• Financial markets
• Bond
• Funds
• Pension
• Finance
• Stock market
• Income drawdown
• Alberta Investment Management Corporation

Microsoft Word - ForwardBasedZYC4.doc

Source URL: pluto.mscc.huji.ac.il

• Fixed income analysis
• Fixed income market
• Bootstrapping
• Yield curve
• Yield
• Bond
• Corporate bond
• Fixed income
• Coupon
• Discounting
• Fixed-income attribution
• Expectations hypothesis

Microsoft Word - PT&UTJET4.doc

Source URL: pluto.mscc.huji.ac.il

• Utility
• Decision theory
• Financial risk
• Behavioral finance
• Risk
• Expected utility hypothesis
• Risk aversion
• Prospect theory
• Risk-seeking
• Hyperbolic absolute risk aversion
• Marginal utility
• Cumulative prospect theory

TERM STRUCTURE OF INTEREST RATES Term Structure of Interest Rates This is the first of two articles on the term structure. In it, the authors discuss some term structure fundamentals and the measurement of the current t

Source URL: pluto.mscc.huji.ac.il

• Mathematical finance
• Fixed income analysis
• Interest rates
• Stochastic processes
• Actuarial science
• CoxIngersollRoss model
• Vasicek model
• Bond valuation
• Yield curve
• BlackDermanToy model
• Discounting
• Time value of money

General Properties of Option Prices Yaacov Z. Bergman1 , Bruce D. Grundy2 and Zvi Wiener3 Forthcoming: The Journal of Finance First Draft: February 1995 Current Draft: January

Source URL: pluto.mscc.huji.ac.il

• Mathematical finance
• Stochastic volatility
• Volatility
• BlackScholes model
• Convexity
• Futures contract
• Autoregressive conditional heteroskedasticity
• Stochastic process
• Convex function
• Convex set

B I N O M I A L O P T I O N P R I C I N G, T H E B L A C K-S C H O L E S O P T I O N P R I C I N G F O R M U L A, A N D E X O T I C O P T I O N S Binomial Option Pricing, the Black-Scholes Option Pricing Formula, and Ex

Source URL: pluto.mscc.huji.ac.il

• Mathematical finance
• Options
• Probability distributions
• Investment
• Equations
• BlackScholes model
• Normal distribution
• Log-normal distribution
• Asian option
• Binomial options pricing model
• Lookback option