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Risk measure
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551	Misspecified Recovery∗ Jaroslav Boroviˇcka Lars Peter Hansen New York University Add to Reading List Source URL: www.larspeterhansen.org Language: English - Date: 2014-05-23 15:03:06 Markov processes Stochastic processes Matrices Stochastic matrix Markov chain Martingale Risk-neutral measure Statistics Markov models Martingale theory
552	CHAPTER 23 Risk Pricing over Alternative Investment Horizons* Add to Reading List Source URL: www.larspeterhansen.org Language: English - Date: 2013-03-28 13:17:04 Economics Martingale theory Stochastic processes Options Probability theory Risk-neutral measure Forward measure Martingale Discounting Mathematical finance Statistics Financial economics
553	Challenges to A Policy Treatment of Speculative Trading Motivated by Differences in Beliefs∗ Darrell Duffie June 14, 2014 Abstract Add to Reading List Source URL: www.darrellduffie.com Language: English - Date: 2014-06-16 15:38:16 Financial markets Mathematical finance Probability theory Risk-neutral measure Efficient-market hypothesis Hedge Utility Risk Arbitrage Financial economics Finance Economics
554	BEYOND ROE – HOW TO MEASURE BANK PERFORMANCE SEPTEMBER 2010 Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2010-09-29 08:44:48 Economics Return on equity DuPont analysis Risk adjusted return on capital Leverage Basel II Rate of return Central bank Bank Financial ratios Finance Financial economics
555	Wealth and asset price effects on economic activity Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2005-06-22 12:49:17 Microeconomics Mathematical finance Marginal propensity to consume Wealth Elasticity of intertemporal substitution Risk aversion Forward contract Isoelastic utility Risk-neutral measure Economics Macroeconomics Utility
556	Assignable problems for the Concepts and Practice of Mathematical Finance Mark Joshi September 18, 2013 Please note that I have no intention of distributing solutions for these problems. This is to allow those using the Add to Reading List Source URL: www.markjoshi.com Language: English - Date: 2013-09-18 02:08:29 Investment Mathematical finance Black–Scholes Implied volatility Futures contract Call option Moneyness Risk-neutral measure Hedge Financial economics Options Finance
557	(one) THE FLAW Now I a fourfold vision see, And a fourfold vision is given to me; ’Tis fourfold in my supreme delight, Add to Reading List Source URL: us.macmillan.com Language: English - Date: 2009-11-04 13:31:50 Financial markets Alan Greenspan Objectivists Economic theories Stock market crashes Stock market Volkswagen Risk-neutral measure Short Economics Financial economics Finance
558	Journal of Financial Services Research 24:2/3 93±119, 2003 # 2003 Kluwer Academic Publishers. Manufactured in The Netherlands. Market Pricing of Deposit Insurance DARRELL DUFFIE Stanford University Add to Reading List Source URL: www.kamakuraco.com Language: English - Date: 2008-10-01 11:15:02 Investment Finance Bank regulation in the United States Federal Deposit Insurance Corporation Deposit insurance Risk-neutral measure Bank Interest rate Credit risk Financial economics Mathematical finance Financial institutions
559	Journal of Economic TheoryET2398 journal of economic theory 80, 123152[removed]article no. ET982398 Aggregation, Determinacy, and Informational Efficiency for a Class of Economies with Asymmetric Information Add to Reading List Source URL: www.kellogg.northwestern.edu Language: English - Date: 2003-05-21 14:57:20 Economic efficiency Mathematical optimization Pareto efficiency Economic equilibrium Risk-neutral measure General equilibrium theory Game theory Economics Welfare economics
560	The Signaling Channel for Federal Reserve Bond Purchases∗ Michael D. Bauer†, Glenn D. Rudebusch‡ First draft: September 14, 2011 This version: August 6, 2012 Abstract Add to Reading List Source URL: www.scu.edu Language: English - Date: 2012-10-23 13:10:01 Finance Mathematical finance Yield curve Interest rate Risk-neutral measure Monetary policy Bond Futures contract Late-2000s financial crisis Economics Financial economics Fixed income market