Risk neutral - PDFSEARCH.IO - Document Search Engine

Risk neutral
Results: 391

#	Item
141	Quasi-Monte Carlo Methods in Financial Engineering: An Equivalence Principle and Dimension Reduction Xiaoqun Wang1,2 , and Ian H. Sloan2,3 1 Department of Mathematical Sciences, Tsinghua University, Beijing[removed], Chin Add to Reading List Source URL: www.maths.unsw.edu.au Language: English - Date: 2012-08-16 02:37:30 Stochastic processes Data analysis Singular value decomposition Matrix theory Covariance and correlation Principal component analysis Brownian motion Risk-neutral measure Covariance matrix Statistics Algebra Linear algebra
142	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 Mathematical finance Financial risk Actuarial science Options Black–Scholes Equations Hedge Risk-neutral measure Derivative Financial economics Finance Economics
143	The Merger Fund® Share class Ticker Add to Reading List Source URL: westchestercapitalfunds.com Language: English Financial markets Risk arbitrage Private equity Arbitrage Rate of return Market neutral Expense ratio Futures contract Portfolio Financial economics Finance Investment
144	Motivation Pricing Numerical example On Securitization, market completion and equilibrium Risk transfer Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-19 13:04:28 Finance United States housing bubble Probability theory Risk-neutral measure Securitization Tradability Futures contract Arbitrage Pricing Financial economics Business Mathematical finance
145	The British Russian Option Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-26 00:16:32 Finance Investment Put option Futures contract Option style Black–Scholes Risk-neutral measure Option Valuation of options Financial economics Options Mathematical finance
146	Esscher Transforms and Consumption-Based Models Alex Badescu∗ Department of Mathematics and Statistics University of Calgary Calgary, Alberta, Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-25 08:51:55 Mathematical finance Mathematics Martingale theory Girsanov theorem Risk-neutral measure Martingale Radon–Nikodym theorem Statistics Mathematical analysis Stochastic processes
147	Diversity and Arbitrage in a Regulatory Breakup Model Winslow Strong Jean-Pierre Fouque Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-07-08 10:17:37 Risk-neutral measure Model theory Arbitrage Finance Financial system Mathematical finance Financial economics Probability theory
148	Introduction The informational structure Pricing under the historical probability Risk neutral pricing Numerical example Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-17 10:40:44 Pricing Finance Actuarial science Marketing Probability theory Risk-neutral measure Risk Futures contract Credit risk Mathematical finance Financial economics Business
149	Conditional Density Models for Asset Pricing Lane P. Hughston Department of Mathematics Imperial College London London SW7 2AZ, United Kingdom [removed] Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-23 17:13:36 Lane P. Hughston Option Stochastic volatility Futures contract Volatility Risk-neutral measure Fokker–Planck equation Mathematical finance Financial economics Finance
150	Exotic Options in Multiple Priors Models Tatjana Chudjakow Institute of Mathematical Economics, Bielefeld University Bachelier Finance Society Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-23 16:35:26 Finance Prior probability Real options valuation Economic model Risk-neutral measure Financial economics Mathematical finance Options

UPDATE