Risk neutral

Results: 391



#Item
271Finance / Options / Stochastic processes / Risk-neutral measure / Black–Scholes / Binomial options pricing model / Futures contract / Brownian motion / Volatility / Statistics / Financial economics / Mathematical finance

A tutorial introduction to financial engineering M VIDYASAGAR Cecil & Ida Green (II) Professor, Erik Jonsson School of Engineering & Computer Science, University of Texas at Dallas, 800 W. Campbell Road, Richardson, TX 7

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Source URL: www.ias.ac.in

Language: English - Date: 2010-02-23 06:21:55
272Economics / Financial markets / Arbitrage / Yield curve / Futures contract / Risk-neutral measure / Fundamental theorem of asset pricing / Bond / Economic model / Financial economics / Mathematical finance / Finance

Discussion of “Term Structure Modeling with Supply Factors and the Federal Reserve’s Large-Scale Asset Purchase Programs”∗ Mark Loewenstein Robert H. Smith School of Business, University of Maryland

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Source URL: www.ijcb.org

Language: English - Date: 2013-03-05 07:11:00
273Fixed income securities / Structured finance / United States housing bubble / Debt / Mathematical finance / Securitization / Asset-backed security / Risk-neutral measure / Futures contract / Financial economics / Finance / Economics

Comments on Dodd-Frank Act; Title IX - Asset-Backed Securities

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Source URL: www.sec.gov

Language: English - Date: 2010-09-29 13:59:08
274Actuarial science / Economics / Mathematical finance / Interest rate / Monetary policy / Credit risk / Bank / Liquidity risk / Finance / Financial risk / Risk / Ethics

Recovering Technologies That Account for Generalized Managerial Preferences: An Application to Banks That Are Not Risk-Neutral Joseph P. Hughes Rutgers University William W. Lang Office of the Comptroller of the Currency

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Source URL: www.occ.treas.gov

Language: English - Date: 2014-08-03 08:49:46
275Psychology / Mathematical finance / American Psychological Association / Risk-neutral measure

T r e a s u r e r ’ s Paul L. Craig, PhD Treasurer R e p o r t

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Source URL: www.apa.org

Language: English - Date: 2015-01-08 16:01:37
276Finance / Investment / Stock market / Arbitrage / Futures contract / Volatility / Index arbitrage / Day trading / Risk-neutral measure / Financial economics / Financial markets / Mathematical finance

Another Day, Another Collar: An Evaluation of the Effects of NYSE Rule 80A on Trading Costs and Intermarket Arbitrage

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Source URL: www.occ.treas.gov

Language: English - Date: 2014-08-03 08:52:43
277Mathematical finance / Fixed income analysis / Stochastic processes / Probability theory / Risk-neutral measure / Yield curve / Bond valuation / Futures contract / Forward price / Financial economics / Finance / Economics

Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Computing Arbitrage-Free Yields in Multi-Factor Gaussian Shadow-Rate Term Structure

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Source URL: www.federalreserve.gov

Language: English - Date: 2013-10-03 14:34:21
278Risk-neutral measure / Government / Communication / Public administration / Agriculture in Canada / Farm Credit Canada / Federal Communications Commission

50965.EN.COVER.COMPLETE[removed]:44 PM Page 1 F FCC Values

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Source URL: publications.gc.ca

Language: English - Date: 2012-09-18 12:43:50
279Economics / Risk-neutral measure / Arbitrage / Black–Scholes / Capital asset pricing model / Complete market / Futures contract / State prices / Risk factor / Mathematical finance / Financial economics / Finance

Discussion Jason Wei Classifying asset-pricing models is a treacherous venture, because many seemingly distinct modelling frameworks are intricately related. However, for this discussion, I will put all financial asset-p

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Source URL: publications.gc.ca

Language: English - Date: 2001-03-15 11:22:07
280Canada–United States relations / Risk-neutral measure

U N I T E D S TAT E S – CA NA DA BE YON D T H E BOR DER : A SH A R E D V I SION F OR PER I M E T ER SE C U R I T Y A N D E C ONOM IC C OM PE T I T I V E N E S S

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Source URL: photos.state.gov

Language: English - Date: 2014-07-08 12:35:24
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