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Risk neutral
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#	Item
91	C:/B/PUP/COCHRANE/COCH01.DVI Add to Reading List Source URL: press.princeton.edu Language: English - Date: 2005-02-07 14:39:05 Economics Capital asset pricing model Elasticity of intertemporal substitution Option Derivative Discounting Beta Futures contract Risk-neutral measure Financial economics Mathematical finance Finance
92	Dilemma not Trilemma? Capital Controls and Exchange Rates with Volatile Capital Flows Add to Reading List Source URL: www.imf.org Language: English - Date: 2013-11-07 10:04:23 Mathematical finance Inflation Futures contract Monetary policy Risk-neutral measure Interest Arbitrage Economic model Economics Financial economics Finance
93	SNA/F1[removed]Freely available R&D Charles Aspden (OECD) Introduction 1. At its meeting in July 2005, the AEG made a number of recommendations concerning the recognition Add to Reading List Source URL: unstats.un.org Language: English - Date: 2011-02-07 15:09:01 Capital Research and development Economics Risk-neutral measure Capital formation Financial economics Mathematical finance National accounts Microeconomics
94	Federal Reserve Bank of New York Staff Reports A Simple and Reliable Way to Compute Option-Based Risk-Neutral Distributions Allan M. Malz Add to Reading List Source URL: www.newyorkfed.org Language: English - Date: 2014-06-04 16:08:43 Finance Investment Implied volatility Volatility smile Black–Scholes Volatility Risk-neutral measure Moneyness Rational pricing Mathematical finance Financial economics Options
95	Unit Pricing Policy Issue number 5 dated 27 August 2014 Issued by Perpetual Investment Management Limited ABN[removed]AFSL[removed] Add to Reading List Source URL: www.perpetual.com.au Language: English - Date: 2014-11-02 18:52:07 Financial services Funds Stock market Financial accounting Collective investment scheme Net asset value Valuation Risk-neutral measure Equity Financial economics Finance Investment
96	TESTING TECHNIQUES FOR ESTIMATING IMPLIED RNDS FROM THE PRICES OF EUROPEAN-STYLE OPTIONS Abstract: This paper examines two approaches to estimating implied risk-neutral probability density functions from the prices of Eu Add to Reading List Source URL: www.bis.org Language: English - Date: 2005-12-12 06:16:57 Options Investment Stochastic volatility Volatility smile Implied volatility Volatility Heston model Black–Scholes Local volatility Mathematical finance Financial economics Finance
97	The information content of inflation options Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2015-03-10 09:27:53 Actuarial science Probability theory Financial risk Monetary policy Deflation Risk-neutral measure Risk aversion Implied volatility Risk Economics Inflation Mathematical finance
98	http://www.dartmouth.edu/~chance/chance_news/current_news/curre Add to Reading List Source URL: www.dartmouth.edu Language: English - Date: 2003-10-18 14:56:36 Monty Hall problem Birthday problem Polygraph Statistical hypothesis testing Prime number Risk-neutral measure Frequency probability Mathematics Probability Probability theory
99	Risk premia across markets: information from option prices - BIS Quarterly Review, part 8, March 2006 Add to Reading List Source URL: www.bis.org Language: English - Date: 2006-03-05 18:00:00 Economics Financial risk Financial markets Actuarial science Investment Risk-neutral measure Risk premium Volatility Risk Financial economics Finance Mathematical finance
100	AUSTRALASIAN TAX TEACHERS’ ASSOCIATION ANNUAL CONFERENCE SYDNEY UNIVERSITY JANUARY[removed]STEPHEN A. WHITTINGTON Add to Reading List Source URL: sydney.edu.au Language: English - Date: 2013-02-07 20:10:53 Mathematical finance Taxation Anti-globalization International taxation Arbitrage Income tax in the United States Tax Income tax Risk-neutral measure Finance Business Economics