Risk neutral

Results: 391



#Item
71Finance / Equations / Probability theory / Risk-neutral measure / CUDA / Asian option / Black–Scholes / Heat equation / Binomial options pricing model / Financial economics / Mathematical finance / Options

GRAPHICAL ASIAN OPTIONS MARK S. JOSHI Abstract. We discuss the problem of pricing Asian options in Black–Scholes model using CUDA on a graphics processing unit. We survey some of the issues with GPU programming and dis

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Source URL: fbe.unimelb.edu.au

Language: English - Date: 2013-08-05 02:12:17
72Economics / Mathematical finance / Risk-neutral measure / Forward contract / Yield curve / Risk premium / Forward price / Spot contract / Futures contract / Finance / Financial economics / Financial markets

An Empirical Study of the Information Premium on Electricity Markets Fred Espen Bentha,1 , Richard Biegler-K¨onigb,2 , R¨ udiger Kieselb,a,3,∗ a

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Source URL: www.biee.org

Language: English - Date: 2012-09-16 07:55:36
73Financial markets / Economics / Arbitrage / Risk-neutral measure / Fundamental theorem of asset pricing / Futures contract / Portfolio / Derivative / Valuation / Financial economics / Finance / Mathematical finance

Editors: Department of Business Administration Faculty of Business Administration and Economics Passau University Germany

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Source URL: www.wiwi.uni-passau.de

Language: English - Date: 2009-03-14 09:55:18
74Mathematical finance / Financial markets / Options / Arbitrage / Forward contract / Spot contract / Risk-neutral measure / Futures contract / Yield curve / Financial economics / Finance / Economics

Editors: Department of Business Administration Faculty of Business Administration and Economics Passau University Germany

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Source URL: www.wiwi.uni-passau.de

Language: English - Date: 2009-03-14 09:55:18
75Price index / Risk-neutral measure / Economics / Mathematical sciences / Price indices / National accounts / Gross domestic product / Statistics

Sir Andrew Dilnot Chair UK Statistics Authority 1 Drummond Gate London SW1V 2QQ

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Source URL: www.statisticsauthority.gov.uk

Language: English
76Interest rate / Rational expectations / Risk-neutral measure / Economics / Applied mathematics / Mathematical finance / Macroeconomics / Principal–agent problem

Microsoft Word - rabankers14.doc

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Source URL: home.uchicago.edu

Language: English - Date: 2014-06-09 13:44:28
77Mathematical finance / Probability theory / Risk-neutral measure

PDF Document

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Source URL: www.nla.gov.au

Language: English - Date: 1999-04-30 03:40:31
78Bertrand Piccard / Auguste Piccard / André Borschberg / Jacques Piccard / Solar Impulse / Piccard / Risk-neutral measure / Swiss people / Aviation / Switzerland

dialogues connecting leaders bertrand

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Source URL: www.egonzehnder.com

Language: English - Date: 2014-09-05 04:32:12
79Finance / Variance / Skewness / Capital asset pricing model / Volatility / Risk-neutral measure / Risk premium / Risk / Autoregressive conditional heteroskedasticity / Mathematical finance / Financial economics / Statistics

Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Downside Variance Risk Premium

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Source URL: www.federalreserve.gov

Language: English - Date: 2015-04-03 13:10:06
80Options / Investment / Black–Scholes / Implied volatility / Risk-neutral measure / Forward contract / Futures contract / Stochastic volatility / Volatility smile / Financial economics / Mathematical finance / Finance

Demand-Based Option Pricing Nicolae Gˆarleanu University of California at Berkeley, CEPR, and NBER Lasse Heje Pedersen New York University, CEPR, and NBER Allen M. Poteshman

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Source URL: docs.lhpedersen.com

Language: English - Date: 2010-02-07 17:25:57
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