搜索结果: 1-4 共查到“货币银行学 Risk neutral”相关记录4条 . 查询时间(0.073 秒)
Endogenous Bubbles in Derivatives Markets: The Risk Neutral Valuation Paradox
Risk neutral martingale derivatives efficient market bubble
2011/7/4
This paper highlights the role of risk neutral investors in generating endogenous bubbles
in derivatives markets.We propose the following theorem. A market for derivatives, which has all the
feature...
Quantum Portfolios of Observables and the Risk Neutral Valuation Model
Quantum Portfolios Observables Neutral Valuation Model
2010/10/19
Quantum Portfolios of quantum algorithms encoded on qbits have recently been reported. In this paper a discussion of the continuous variables version of quantum portfolios is presented. A risk neutral...
Risk-Neutral Pricing of Financial Instruments in Emission Markets
Risk-Neutral Pricing Financial Instruments Emission Markets
2010/12/13
We present a novel approach to the pricing of financial instruments in emission markets, for example, the EU ETS. The proposed hybrid model is positioned between existing complex full equilibrium mode...
Revealing the Implied Risk-neutral MGF with the Wavelet Method
Implied risk-neutral MGF wavelets options Black-Scholes model
2011/4/6
Options are believed to contain unique information about the risk- neutral moment generating function (MGF hereafter) or the risk-neutral probability density function (PDF hereafter). This paper appli...