Risk-neutral measure

Results: 342



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1

The Risk-Neutral Measure and Option Pricing under Log-Stable Uncertainty J. Huston McCulloch* June 27, 2003 The fact that expected payo¤s on assets and call options are in…nite under

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Source URL: ecolan.sbs.ohio-state.edu

Language: English - Date: 2012-01-12 12:02:18
    2Economy / Finance / Money / Financial markets / Mathematical finance / Financial economics / Corporate finance / Fixed income analysis / Bond / Corporate bond / Valuation / Risk-neutral measure

    An Experimental Study of Bond Market Pricing∗ Matthias Weber† John Duffy‡ Arthur Schram§

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    Source URL: www.creedexperiment.nl

    Language: English - Date: 2016-08-02 17:22:43
    3Mathematical finance / Risk-neutral measure

    gï² ïÄ !Ƭ)“ ¥I‰ÆêƆXډÆïÄ

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    Source URL: www.amt.ac.cn

    Language: English - Date: 2013-08-26 05:05:55
    4Economy / Pricing / Finance / Market economics) / Competition / Mathematical finance / Stock market / Risk-neutral measure / Order / Pricing strategies / Value-based pricing

    “Pricing” is one of the biggest challenges for an artist just starting out

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    Source URL: www.redbluffartgallery.com

    Language: English - Date: 2014-06-27 13:54:43
    5Mathematical finance / Economy / Finance / Money / Arbitrage / Risk-neutral measure / BlackScholes model / Actuarial science / Futures contract / Derivative / Forward contract / Rational pricing

    A Law of Large Numbers approach to valuation in life insurance Tom Fischer∗ Heriot-Watt University, Edinburgh First version: March 17, 2003 This version: February 17, 2006

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    Source URL: www.statistik-mathematik.uni-wuerzburg.de

    Language: English - Date: 2014-02-26 07:25:48
    6Mathematical finance / Money / Finance / Applied mathematics / Interest rates / Credit default swap / Systemic risk / United States housing bubble / Derivative / Laplace transform / Risk-free interest rate / Risk-neutral measure

    Modeling Defaultable Securities with Recovery Risk Lot… Karoui Desautels Faculty of Management, McGill University First draft: MarchThis version: JanuaryAbstract

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    Source URL: www.istfin.eco.usi.ch

    Language: English - Date: 2009-01-28 03:25:40
    7Martingale theory / Stochastic processes / Mathematical finance / Finance / Money / Economy / No free lunch with vanishing risk / Risk-neutral measure / Local martingale / Yield curve / Futures contract / Semimartingale

    Bond markets beyond short rate paradigm When roll-overs do not qualify as num´eraire: bond markets beyond short rate paradigms Irene Klein, Thorsten Schmidt, Josef Teichmann ETH Z¨

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    Source URL: www.ccfz.ch

    Language: English - Date: 2013-11-25 09:44:49
    8Mathematical finance / Economy / Finance / Money / BlackScholes model / Risk-neutral measure / Forward contract / Forward price / Futures contract / Numraire / Forward measure

    Energy Spot Price Models and Spread Options Pricing Samuel Hikspoors and Sebastian Jaimungal ∗ a

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    Source URL: www.bbk.ac.uk

    Language: English - Date: 2007-03-27 13:47:18
    9Mathematical finance / Risk-neutral measure / Implied volatility / Financial economics / Numraire / Futures contract / Volatility / BlackScholes model / Forward measure

    Sentiment Lost: the Effect of Projecting the Empirical Pricing Kernel onto a Smaller Filtration Set Carlo Sala∗ Giovanni Barone-Adesi†

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    Source URL: www.cb.cityu.edu.hk

    Language: English - Date: 2016-07-08 02:30:24
    10Probability distributions / Stability / Stable distribution

    The Risk-Neutral Measure and Option Pricing under Log-Stable Uncertainty J. Huston McCulloch* June 27, 2003 The fact that expected payo¤s on assets and call options are in…nite under

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    Source URL: www.econ.ohio-state.edu

    Language: English - Date: 2012-01-12 12:02:18
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