Risk neutral

Results: 391



#Item
121Finance / Black–Scholes / Futures contract / Put option / Myron Scholes / Call option / Risk-neutral measure / Binomial options pricing model / Financial economics / Options / Mathematical finance

How to Hedge an Option Against an Adversary: Black-Scholes Pricing is Minimax Optimal Jacob Abernethy University of Michigan [removed]

Add to Reading List

Source URL: papers.nips.cc

Language: English - Date: 2014-11-26 14:13:18
122Options / Business / Stochastic volatility / Risk-neutral measure / Mergers and acquisitions / Mathematical finance / Financial economics / Finance

Uncertainty shocks, asset supply and pricing over the business cycle

Add to Reading List

Source URL: www.rba.gov.au

Language: English - Date: 2013-12-12 01:51:32
123Finance / Discounting / Yield curve / Capital asset pricing model / Forward contract / Risk-neutral measure / Interest / Beta / Risk / Mathematical finance / Financial economics / Economics

Microsoft Word - term structure of risk premium 9

Add to Reading List

Source URL: www.parisschoolofeconomics.eu

Language: English - Date: 2014-02-13 11:37:04
124Financial markets / Stock market / Economic bubbles / Finance / Speculation / Market / Fundamental analysis / Financial crisis / Risk-neutral measure / Financial economics / Economics / Investment

Microsoft Word - BERG84_FW.doc

Add to Reading List

Source URL: www.uni-bamberg.de

Language: English - Date: 2011-12-08 07:39:45
125Supply and demand / Real estate economics / Risk-neutral measure / Macroeconomics / United States housing bubble / Economics / Consumer theory / Demand

A simple model of a speculative housing market Roberto Dieci and Frank Westerhoff Working Paper No. 62 February 2009

Add to Reading List

Source URL: www.uni-bamberg.de

Language: English - Date: 2010-06-28 07:41:29
126Financial markets / Stock market / Economic bubbles / Finance / Speculation / Market / Fundamental analysis / Financial crisis / Risk-neutral measure / Financial economics / Economics / Investment

Microsoft Word - BERG84_FW.doc

Add to Reading List

Source URL: www.uni-bamberg.de

Language: English - Date: 2012-05-23 05:16:57
127Mathematics / Mathematical sciences / Probability theory / Risk-neutral measure / No free lunch with vanishing risk / Structure / Martingale / Model theory / Mathematical finance / Statistics / Stochastic processes

Deterministic criteria for the absence of arbitrage in diffusion models Aleksandar Mijatovi´c Department of Mathematics Imperial College London 6th World Congress of the Bachelier Finance Society

Add to Reading List

Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-20 11:39:37
128Economics / 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, School

Add to Reading List

Source URL: bura.brunel.ac.uk

Language: English - Date: 2014-11-01 08:05:16
129Mathematical finance / Financial risk / Actuarial science / Options / Black–Scholes / Equations / Hedge / Risk-neutral measure / Derivative / Financial economics / Finance / Economics

econstor www.econstor.eu Der Open-Access-Publikationsserver der ZBW – Leibniz-Informationszentrum Wirtschaft The Open Access Publication Server of the ZBW – Leibniz Information Centre for Economics

Add to Reading List

Source URL: www.econstor.eu

Language: English - Date: 2013-07-10 17:01:16
130Mathematical finance / Pricing / Financial markets / Futures contract / Prediction market / Price of petroleum / Saddam Hussein / Event study / Risk-neutral measure / Financial economics / Economics / Finance

Economica[removed], 225–250 doi:[removed]j[removed]00750.x Using Markets to Inform Policy: The Case of the Iraq War By JUSTIN WOLFERSn and ERIC ZITZEWITZw

Add to Reading List

Source URL: users.nber.org

Language: English - Date: 2013-06-27 13:36:11
UPDATE