First Page | Document Content | |
---|---|---|
Date: 2014-11-01 08:05:16Economics Actuarial science Financial economics Risk-neutral measure Discounting Yield curve Interest rate Normal distribution Mathematical finance Probability theory Finance | Valuation of Cash Flows under Random Rates of Interest: A Linear Algebraic Approach P. Date a,∗ , R. Mamon a , I.C. Wang a a Center for the Analysis of Risk and Optimisation Modelling Applications, SchoolAdd to Reading ListSource URL: bura.brunel.ac.ukDownload Document from Source WebsiteFile Size: 757,81 KBShare Document on Facebook |
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 | |
An Experimental Study of Bond Market Pricing∗ Matthias Weber† John Duffy‡ Arthur Schram§DocID: 1roHP - View Document | |
gï² ïÄ !Ƭ) ¥IÆêÆXÚÆïÄDocID: 1r5Rl - View Document | |
“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 |