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Risk neutral
Results: 391

#	Item
311	Phoenix Natural Gas Limited (PNGL) Price Control Draft Proposals[removed]January 2012 CONSULTATION RESPONSES 1.1 Add to Reading List Source URL: www.uregni.gov.uk Language: English - Date: 2012-01-10 06:42:31 Mathematical finance Probability theory Risk-neutral measure
312	The term structure of equity premia in an affine arbitrage-free model of bond and stock market dynamics Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2009-04-28 10:17:22 Financial markets Actuarial science Mathematical finance Investment Risk-neutral measure Equity premium puzzle Risk premium Bond valuation Valuation Financial economics Finance Economics
313	Microsoft PowerPoint - AFAANZ plenary.pptx [Read-Only] Add to Reading List Source URL: www.afaanz.org Language: English - Date: 2012-07-09 03:01:28 Financial services Financial markets Funds Hedge fund Financial risk Arbitrage Sophis Long/short equity Market neutral Financial economics Investment Finance
314	A multi-factor jump-diffusion model for Commodities John Crosby 7th October 2005 Seminar at the University Finance Seminar, Cambridge University Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2008-07-21 09:36:16 Financial system Mathematical finance Commodities Futures contract Forward contract Spot contract Convenience yield Arbitrage Risk-neutral measure Financial economics Financial markets Finance
315	Microsoft Word - JohnCrosby_QF_version2.doc Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2008-07-21 09:36:23 Mathematical finance Futures contract Forward price Forward contract Commodity market Derivative Commodity Risk-neutral measure Convenience yield Financial economics Finance Economics
316	Optimal Hedging of Variance Derivatives John Crosby Centre for Economic and Financial Studies, Department of Economics, Glasgow University Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2010-12-04 14:14:55 Statistics Stochastic processes Stochastic differential equations Banking Variance swap Volatility Forward contract Risk-neutral measure Futures contract Mathematical finance Finance Financial economics
317	Pricing exotic energy and commodity options in a multi-factor jump-diffusion model John Crosby Global Head of Quantitative Analytics and Research, Lloyds TSB Financial Markets Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2008-07-21 09:36:26 Mathematical finance Options Futures contract Commodity Binary option Risk-neutral measure Black model Spread trade Financial economics Finance Investment
318	John Crosby Commodities: A simple Multi-factor Jump-Diffusion Model John Crosby, Lloyds TSB Financial Markets, Faryners House, 25 Monument Street, London EC3R 8BQ Email : [removed] Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2008-07-21 09:34:34 Mathematical finance Finance Black–Scholes Futures contract Brownian motion Risk-neutral measure Forward price Forward contract Martingale Statistics Financial economics Stochastic processes
319	Unconventional Monetary Policy and Asset Price Risk; by Shaun K. Roache and Marina V. Rousset; IMF Working Paper[removed]; August 1, 2013 Add to Reading List Source URL: www.imf.org Language: English - Date: 2013-09-03 09:02:50 Financial markets Mathematical finance Economic bubbles Financial crises Futures contract Risk-neutral measure Monetary policy Derivative Underlying Economics Financial economics Finance
320	Commonality in hedge fund returns: driving factors and implications Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2014-03-17 05:20:13 Financial services Institutional investors Hedge fund Funds Long/short equity Prime brokerage Liquidity risk Market neutral Mutual fund Financial economics Investment Finance

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