Risk neutral

Results: 391



#Item
351Mathematical finance / United States housing bubble / Financial risk / Credit default swap / Debt / Corporate bond / Credit risk / Futures contract / Risk-neutral measure / Financial economics / Finance / Economics

VALUING CREDIT DEFAULT SWAPS II: MODELING DEFAULT CORRELATIONS

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Source URL: www.smartquant.com

Language: English - Date: 2010-04-29 04:03:35
352Finance / Korn–Kreer–Lenssen model / Black–Scholes / Risk-neutral measure / Forward contract / Binary option / Futures contract / Put option / Option style / Financial economics / Mathematical finance / Options

The Korn-Kreer-Lenssen Model as an Alternative for Option Pricing

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Source URL: www.wilmott.com

Language: English - Date: 2005-09-19 10:55:00
353Timken Company / Risk-neutral measure

2008 TIMKEN ANNUAL REPORT

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Source URL: www.timken.com

Language: English - Date: 2013-03-26 15:54:17
354Economics / Fixed income analysis / Interest rates / Options / Stochastic processes / Black–Scholes / Ho–Lee model / Risk-neutral measure / Short-rate model / Financial economics / Mathematical finance / Finance

quant corner The Mathematical Modeler

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Source URL: www.thomasho.com

Language: English - Date: 2009-11-03 21:30:16
355Mathematical finance / Semimartingale / Fractional Brownian motion / Risk-neutral measure / Wiener process / Quadratic variation / Brownian motion / Normal distribution / No free lunch with vanishing risk / Statistics / Stochastic processes / Martingale theory

Mathematical Finance, Vol. 7, No. 1 (January 1997), 95–105 ARBITRAGE WITH FRACTIONAL BROWNIAN MOTION

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Source URL: www.long-memory.com

Language: English - Date: 2006-08-22 10:40:28
356Financial services / Financial markets / Financial risk / Funds / Hedge fund / Hedge / Statistical arbitrage / Liquidity risk / Market neutral / Financial economics / Finance / Investment

Risk Management for Multi-Manager Portfolios of Alternative Investment Strategies November 28th 2000

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Source URL: www.hedgeworld.com

Language: English - Date: 2001-06-27 11:22:56
357Finance / Black–Scholes / Optimal control / Risk-neutral measure / Real options valuation / Futures contract / Valuation of options / Financial economics / Mathematical finance / Options

doi:[removed]j.cor[removed]

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Source URL: www.gonzalocortazar.com

Language: English - Date: 2008-05-19 00:19:49
358Mathematical finance / Financial institutions / Institutional investors / Probability theory / Risk-neutral measure / Insurance / Arbitrage / Life insurance / Health insurance / Financial economics / Investment / Finance

COMMUNITY RATING AND EQUALISATION

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Source URL: www.casact.org

Language: English - Date: 2012-04-11 20:54:02
359Debt / Monetary policy / Phillips curve / Unemployment / Risk-neutral measure / Inflation / Probability distribution / Interest / Probability / Probability and statistics / Economics / Probability theory

PDF Document

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Source URL: pages.uoregon.edu

Language: English - Date: 2007-05-02 21:29:09
360Social information processing / Futures contract / Finance / Noise / Risk-neutral measure / Stock market / Financial system / Mathematical finance / Financial economics / Prediction market

PDF Document

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Source URL: hanson.gmu.edu

Language: English - Date: 2007-12-20 13:51:34
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