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Risk measure
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21	This measure will be used to calculate the CMS 2015 Star Rating using 2013 PDE data. Use of High-Risk Medications in the Elderly (HRM) Description The percentage of patients 65 years of age and older who received two or Add to Reading List Source URL: pqaalliance.org Language: English - Date: 2013-02-18 01:33:48 GABAA receptor positive allosteric modulators Nonbenzodiazepines Cyclopyrrolones Clinical pharmacology Imidazopyridines Medical prescription Zopiclone Zolpidem Hypnotic Prescription drug Nitrofurantoin Benzodiazepine
22	RiskMetrics Technical Document - Fourth Edition 1996, December Add to Reading List Source URL: www.faculty.idc.ac.il Language: English - Date: 2009-02-19 08:22:45 Actuarial science Financial risk Mathematical finance RiskMetrics Quantitative analyst Risk measure Risk Market risk Value at risk Asset liability management Volatility Derivative
23	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
24	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 Add to Reading List Source URL: www.econ.ohio-state.edu Language: English - Date: 2012-01-12 12:02:18 Probability distributions Stability Stable distribution
25	Risk capital allocation by coherent risk measures based on one-sided moments T. Fischer∗ Darmstadt University of Technology October 21, 2003 Add to Reading List Source URL: www.statistik-mathematik.uni-wuerzburg.de Language: English - Date: 2014-02-26 07:15:37 Financial risk Mathematical finance Actuarial science Coherent risk measure Expected shortfall Risk measure Diversification Norm Value at risk Acceptance set
26	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 Add to Reading List Source URL: pluto.mscc.huji.ac.il Language: English - Date: 2014-02-02 05:57:49 Options Mathematical finance BlackScholes model Risk-neutral measure Put option Call option Volatility Binomial options pricing model Lattice model
27	ETH Risk Day 2014 Risk Management in Finance and Insurance 12 September 2014 Risk Measure Estimates: How do we know we’ve got the right answer? Add to Reading List Source URL: www.ccfz.ch Language: English - Date: 2014-09-13 03:11:01 Probability theory Expected shortfall Sigma-algebra Normal distribution Event
28	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
29	(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
30	Revisiting Asset Pricing Anomalies in an Exchange Economy∗ Christine A. Parlour† Richard Stanton‡ Johan Walden§ Add to Reading List Source URL: www.hec.unil.ch Language: English - Date: 2010-03-11 08:51:46 Mathematical finance Financial risk Behavioral finance Stock market Economic puzzles Equity premium puzzle Risk premium Risk aversion Sharpe ratio Hyperbolic absolute risk aversion Risk-neutral measure Volatility

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