Risk neutral

Results: 391



#Item
331Economics / Martingale theory / Stochastic processes / Options / Probability theory / Risk-neutral measure / Forward measure / Martingale / Discounting / Mathematical finance / Statistics / Financial economics

CHAPTER 23 Risk Pricing over Alternative Investment Horizons*

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Source URL: www.larspeterhansen.org

Language: English - Date: 2013-03-28 13:17:04
332Financial markets / Mathematical finance / Probability theory / Risk-neutral measure / Efficient-market hypothesis / Hedge / Utility / Risk / Arbitrage / Financial economics / Finance / Economics

Challenges to A Policy Treatment of Speculative Trading Motivated by Differences in Beliefs∗ Darrell Duffie June 14, 2014 Abstract

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Source URL: www.darrellduffie.com

Language: English - Date: 2014-06-16 15:38:16
333Microeconomics / Mathematical finance / Marginal propensity to consume / Wealth / Elasticity of intertemporal substitution / Risk aversion / Forward contract / Isoelastic utility / Risk-neutral measure / Economics / Macroeconomics / Utility

Wealth and asset price effects on economic activity

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Source URL: www.ecb.europa.eu

Language: English - Date: 2005-06-22 12:49:17
334Investment / Mathematical finance / Black–Scholes / Implied volatility / Futures contract / Call option / Moneyness / Risk-neutral measure / Hedge / Financial economics / Options / Finance

Assignable problems for the Concepts and Practice of Mathematical Finance Mark Joshi September 18, 2013 Please note that I have no intention of distributing solutions for these problems. This is to allow those using the

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Source URL: www.markjoshi.com

Language: English - Date: 2013-09-18 02:08:29
335Financial markets / Alan Greenspan / Objectivists / Economic theories / Stock market crashes / Stock market / Volkswagen / Risk-neutral measure / Short / Economics / Financial economics / Finance

(one) THE FLAW Now I a fourfold vision see, And a fourfold vision is given to me; ’Tis fourfold in my supreme delight,

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Source URL: us.macmillan.com

Language: English - Date: 2009-11-04 13:31:50
336Investment / Finance / Bank regulation in the United States / Federal Deposit Insurance Corporation / Deposit insurance / Risk-neutral measure / Bank / Interest rate / Credit risk / Financial economics / Mathematical finance / Financial institutions

Journal of Financial Services Research 24:2/3 93±119, 2003 # 2003 Kluwer Academic Publishers. Manufactured in The Netherlands. Market Pricing of Deposit Insurance DARRELL DUFFIE Stanford University

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Source URL: www.kamakuraco.com

Language: English - Date: 2008-10-01 11:15:02
337Economic efficiency / Mathematical optimization / Pareto efficiency / Economic equilibrium / Risk-neutral measure / General equilibrium theory / Game theory / Economics / Welfare economics

Journal of Economic TheoryET2398 journal of economic theory 80, 123152[removed]article no. ET982398 Aggregation, Determinacy, and Informational Efficiency for a Class of Economies with Asymmetric Information

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Source URL: www.kellogg.northwestern.edu

Language: English - Date: 2003-05-21 14:57:20
338Finance / Mathematical finance / Yield curve / Interest rate / Risk-neutral measure / Monetary policy / Bond / Futures contract / Late-2000s financial crisis / Economics / Financial economics / Fixed income market

The Signaling Channel for Federal Reserve Bond Purchases∗ Michael D. Bauer†, Glenn D. Rudebusch‡ First draft: September 14, 2011 This version: August 6, 2012 Abstract

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Source URL: www.scu.edu

Language: English - Date: 2012-10-23 13:10:01
339Economics / Matter / Inflation / Futures contract / Risk-neutral measure / Ore / Mineral processing / Copper / Mineral exploration / Economic geology / Chemistry / Mathematical finance

Microsoft Word - 7-OK.doc

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Source URL: www.ejmpep.com

Language: English - Date: 2012-06-20 10:34:44
340Financial markets / Financial services / Funds / Financial risk / Hedge fund / Market neutral / Convertible arbitrage / Hedge / Fund of funds / Financial economics / Finance / Investment

Benefits and Risks of Alternative Investment Strategies* Noël Amenc Professor of Finance at Edhec Director of Research and Development, Misys Asset Management Systems Lionel Martellini

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Source URL: www.edge-fund.com

Language: English - Date: 2005-10-27 16:26:24
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