Four Theoretical Essays On Risk Neutral Valuation Relationships
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Risk Neutral Valuation
Author | : Nicholas H. Bingham,Rüdiger Kiesel |
Publsiher | : Springer Science & Business Media |
Total Pages | : 447 |
Release | : 2013-06-29 |
Genre | : Mathematics |
ISBN | : 9781447138563 |
Download Risk Neutral Valuation Book in PDF, Epub and Kindle
This second edition - completely up to date with new exercises - provides a comprehensive and self-contained treatment of the probabilistic theory behind the risk-neutral valuation principle and its application to the pricing and hedging of financial derivatives. On the probabilistic side, both discrete- and continuous-time stochastic processes are treated, with special emphasis on martingale theory, stochastic integration and change-of-measure techniques. Based on firm probabilistic foundations, general properties of discrete- and continuous-time financial market models are discussed.
Index to Theses with Abstracts Accepted for Higher Degrees by the Universities of Great Britain and Ireland and the Council for National Academic Awards
Author | : Anonim |
Publsiher | : Unknown |
Total Pages | : 676 |
Release | : 2007 |
Genre | : Dissertations, Academic |
ISBN | : STANFORD:36105123444296 |
Download Index to Theses with Abstracts Accepted for Higher Degrees by the Universities of Great Britain and Ireland and the Council for National Academic Awards Book in PDF, Epub and Kindle
Uncertainty in Economic Theory
Author | : Itzhak Gilboa |
Publsiher | : Psychology Press |
Total Pages | : 584 |
Release | : 2004 |
Genre | : Business & Economics |
ISBN | : 0415324947 |
Download Uncertainty in Economic Theory Book in PDF, Epub and Kindle
"This is the first collection to include chapters on this topic, and it can thus serve as an introduction to researchers who are new to the field as well as a graduate course textbook. With this goal in mind, the book contains survey introductions that are aimed at a graduate level student, and help explain the main ideas, and put them in perspective."--BOOK JACKET.
Advances in Finance and Stochastics
Author | : Klaus Sandmann,Philip J. Schönbucher |
Publsiher | : Springer Science & Business Media |
Total Pages | : 325 |
Release | : 2013-04-18 |
Genre | : Business & Economics |
ISBN | : 9783662047903 |
Download Advances in Finance and Stochastics Book in PDF, Epub and Kindle
In many areas of finance and stochastics, significant advances have been made since this field of research was opened by Black, Scholes and Merton in 1973. This volume contains a collection of original articles by a number of highly distinguished authors, on research topics that are currently in the focus of interest of both academics and practitioners.
Essays in Dynamic General Equilibrium Theory
Author | : Alessandro Citanna,John Donaldson,H. Polemarchakis,Paolo Siconolfi,Stephen Spear |
Publsiher | : Springer Science & Business Media |
Total Pages | : 278 |
Release | : 2006-01-11 |
Genre | : Business & Economics |
ISBN | : 9783540271925 |
Download Essays in Dynamic General Equilibrium Theory Book in PDF, Epub and Kindle
In the area of dynamic economics, David Cass’s work has spawned a number of important lines of research, including the study of dynamic general equilibrium theory, the concept of sunspot equilibria, and general equilibrium theory when markets are incomplete. Based on these contributions, this volume contains new developments in the field, written by Cass's students and co-authors.
Mathematical Topics on Representations of Ordered Structures and Utility Theory
Author | : Gianni Bosi,María J. Campión,Juan C. Candeal,Esteban Indurain |
Publsiher | : Springer Nature |
Total Pages | : 376 |
Release | : 2020-01-23 |
Genre | : Technology & Engineering |
ISBN | : 9783030342265 |
Download Mathematical Topics on Representations of Ordered Structures and Utility Theory Book in PDF, Epub and Kindle
This book offers an essential review of central theories, current research and applications in the field of numerical representations of ordered structures. It is intended as a tribute to Professor Ghanshyam B. Mehta, one of the leading specialists on the numerical representability of ordered structures, and covers related applications to utility theory, mathematical economics, social choice theory and decision-making. Taken together, the carefully selected contributions provide readers with an authoritative review of this research field, as well as the knowledge they need to apply the theories and methods in their own work.
Multi moment Asset Allocation and Pricing Models
Author | : Emmanuel Jurczenko,Bertrand Maillet |
Publsiher | : John Wiley & Sons |
Total Pages | : 258 |
Release | : 2006-10-02 |
Genre | : Business & Economics |
ISBN | : 9780470057995 |
Download Multi moment Asset Allocation and Pricing Models Book in PDF, Epub and Kindle
While mainstream financial theories and applications assume that asset returns are normally distributed and individual preferences are quadratic, the overwhelming empirical evidence shows otherwise. Indeed, most of the asset returns exhibit “fat-tails” distributions and investors exhibit asymmetric preferences. These empirical findings lead to the development of a new area of research dedicated to the introduction of higher order moments in portfolio theory and asset pricing models. Multi-moment asset pricing is a revolutionary new way of modeling time series in finance which allows various degrees of long-term memory to be generated. It allows risk and prices of risk to vary through time enabling the accurate valuation of long-lived assets. This book presents the state-of-the art in multi-moment asset allocation and pricing models and provides many new developments in a single volume, collecting in a unified framework theoretical results and applications previously scattered throughout the financial literature. The topics covered in this comprehensive volume include: four-moment individual risk preferences, mathematics of the multi-moment efficient frontier, coherent asymmetric risks measures, hedge funds asset allocation under higher moments, time-varying specifications of (co)moments and multi-moment asset pricing models with homogeneous and heterogeneous agents. Written by leading academics, Multi-moment Asset Allocation and Pricing Models offers a unique opportunity to explore the latest findings in this new field of research.
Three Essays in the Theory of Credit Risk
Author | : Clemens Mueller |
Publsiher | : Unknown |
Total Pages | : 208 |
Release | : 2000 |
Genre | : Electronic Book |
ISBN | : WISC:89075854430 |
Download Three Essays in the Theory of Credit Risk Book in PDF, Epub and Kindle