Risk neutral

Results: 391



#Item
251Probability theory / Cumulant / Normal distribution / Black–Scholes / Risk-neutral measure / Entropy / Skewness / Log-normal distribution / Binomial options pricing model / Statistics / Mathematical finance / Probability and statistics

NBER WORKING PAPER SERIES DISASTERS IMPLIED BY EQUITY INDEX OPTIONS David Backus Mikhail Chernov Ian Martin

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Source URL: www.nber.org

Language: English - Date: 2011-12-05 13:22:43
252Financial markets / Mathematical finance / Financial ratios / Actuarial science / Risk-neutral measure / Inflation / Risk premium / Bond / P/E ratio / Finance / Economics / Financial economics

NBER WORKING PAPER SERIES THE TERM STRUCTURES OF EQUITY AND INTEREST RATES Martin Lettau Jessica A. Wachter Working Paper 14698

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Source URL: www.nber.org

Language: English - Date: 2011-12-05 12:49:15
253Financial markets / Economics / Probability theory / Risk-neutral measure / Capital asset pricing model / Arbitrage / Futures contract / Derivative / Securities market / Financial economics / Finance / Mathematical finance

A Pricing Theory under a Finite Number of Securities Issued: A Synthesis of "Market Microstructure" and "Mathematical Finance"

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Source URL: www.imes.boj.or.jp

Language: English - Date: 2014-05-08 21:12:14
254Marketing / Mathematical finance / Economics / Futures contract / Option / Risk-neutral measure / Benchmark / Discounting / Financial economics / Finance / Investment

23 April[removed]The Director Architecture Section Design, Coverage and Regulatory Branch Department of Industry, Innovation, Climate Change, Science, Research and Tertiary

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Source URL: www.climatechange.gov.au

Language: English - Date: 2013-06-24 20:18:29
255Economics / Science / Law / Year of birth missing / Tim Wu / Neutrality / Perfect competition / Risk-neutral measure / Network neutrality in the United States / Network neutrality / Computer law / Internet access

NET NEUTRALITY I S IMPERFECT AND SHOULD REMAIN SO! NICOLAS CURIEN – 14 DECEMBER[removed]PROFESSOR EMERITUS, CONSERVATOIRE NATION AL DES ARTS ET MÉTIE RS, PARIS EUROPEAN UNIVERSITY INSTITUTE ROBERT SCHUMAN CENTRE FOR ADV

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Source URL: www.ncurien.fr

Language: English - Date: 2013-01-12 08:15:09
256Utility / Ethics / Economics / Behavioral finance / Risk aversion / Mathematical optimization / Applied general equilibrium / General equilibrium theory / Actuarial science / Financial risk / Risk

Review of risk neutral capacity equilibria Risk aversion and risk trading Example of two stage capacity equilibrium Capacity equilibria in energy production under risk aversion & risk trading

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Source URL: www.kcl.ac.uk

Language: English - Date: 2014-06-12 07:26:06
257Fixed income market / Mathematical finance / Financial markets / Yield curve / Bond / Risk-neutral measure / Arbitrage / Futures contract / Financial economics / Economics / Finance

NBER WORKING PAPER SERIES A PREFERRED-HABITAT MODEL OF THE TERM STRUCTURE OF INTEREST RATES Dimitri Vayanos Jean-Luc Vila

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Source URL: www.nber.org

Language: English - Date: 2011-12-05 13:37:50
258Investment / Local volatility / Heston model / Volatility / Option / Stochastic volatility / Risk-neutral measure / Futures contract / Jump process / Mathematical finance / Financial economics / Finance

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Source URL: www3.imperial.ac.uk

Language: English
259Economics / Volatility / Stochastic volatility / Rational pricing / VIX / Variance swap / Valuation of options / Risk-neutral measure / Financial risk / Mathematical finance / Financial economics / Finance

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Source URL: www3.imperial.ac.uk

Language: English
260Actuarial science / Financial risk / Mathematical finance / Options / Risk / Put option / Futures contract / Risk-neutral measure / Post-modern portfolio theory / Financial economics / Finance / Investment

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Source URL: www.cnb.cz

Language: English - Date: 2010-09-16 06:56:29
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