DOCSLIB.ORG
Explore
Sign Up
Log In
Upload
Search
Home
» Tags
» Asset pricing
Asset pricing
Essays in Macro-Finance and Asset Pricing
Stochastic Discount Factors and Martingales
Consumption-Based Asset Pricing
The Peculiar Logic of the Black-Scholes Model
Mathematical Finance: Tage's View of Asset Pricing
The Capital Asset Pricing Model (CAPM) of William Sharpe (1964)
8 Consumption-Based Asset Pricing
Asset Prices and Real Investment
Interest Rate Volatility IV
The SABR Model – Theory and Application
Asset Pricing
General Black-Scholes Models Accounting for Increased Market
Asset Pricing Explorations for Macroeconomics
An Introduction to Asset Pricing Theory
Understanding Asset Prices: an Overview 2006 Autumn Meeting of Central Bank Economists by Peter Hördahl and Frank Packer
Financial Analysis and Quantitative Risk Management (M.S.) About the Program
The Black-Scholes Formula and Volatility Smile
Machine Learning Algorithms for Financial Asset Price Forecasting
Top View
The Fundamental Theorem of Asset Pricing
Asset Pricing with Heterogeneous Investors∗
Asset Pricing Models with Stochastic Volatility
Production-Based Asset Pricing
Asset Pricing I: Pricing Models
Financial Economics: Risk Sharing and Asset Pricing in General Equilibrium©
A Short Introduction to Arbitrage Theory and Pricing in Mathematical Finance for Discrete-Time Markets with Or Without Friction
Putting the Price in Asset Pricing
Black, Merton, and Scholes — Their Central Contributions to Economics
Asset Pricing with Stochastic Differential Utility Author(S): Darrell Duffie and Larry G
The Fundamental Theorem of Asset Pricing, the Hedging Problem
Defining the Black and Scholes Approach: a First Systematic Literature Review
A Comparative Study of Various Versions of the SABR Model Adapted to Negative Interest Rates
Fundamentals of Asset Pricing Revised: October 5, 2015
Asset Pricing
Implied Volatility Surface (IVS): 1
Intermediary Asset Pricing and the Financial Crisis
ASSET PRICING) 1 Financial Economics I (Asset Pricing)
Comparing Asset Pricing Models
The SABR Model Calibrated for Swaption’S Volatility Smile
A PRIMER in FINANCIAL ECONOMICS by SF Whelan, DC
A Model of International Asset Pricing*
Asset Pricing
Financial Economics 5: Capital Asset Pricing Model
Asset Pricing with Bubbles Lecture 1
Asset Pricing in Production Economies
ASSET PRICING PRACTICE Lieven Baele Course Outline the Aim Of
Artificial Neural Networks for SABR Model Calibration & Hedging
Financial Asset Pricing Theory
On the Fundamental Theorem of Asset Pricing Abhay G Bhatt
Asset Pricing with Utility from External Anticipation"
Empirical Asset Pricing Via Machine Learning∗
Consumption-Based Model and Overview
BLACK-SCHOLES-MERTON FIN501 Asset Pricing Lecture 08 Option Pricing (2)
The Capital Asset Pricing Model: Theory and Evidence
Fundamental Theorems of Asset Pricing for Good Deal Bounds
An Overview of Asset Pricing Models
Asset Pricing Under the Quadratic Class Author(S): Markus Leippold and Liuren Wu Source: the Journal of Financial and Quantitative Analysis, Vol
On the Second Fundamental Theorem of Asset Pricing Rajeeva L Karandikar
Investment-Based Asset Pricing and Its Applications
The Fundamental Theorem of Asset Pricing for Unbounded Stochastic Processes
The First Fundamental Theorem of Asset Pricing
Project Evaluation: a Practical Asset Pricing Method Henry D. Jacoby
The Fundamental Theorem of Asset Pricing for Unbounded Stochastic
Fundamental Theorems of Asset Pricing for Piecewise
Investor Psychology and Asset Pricing
The Capital Asset Pricing Model
Applied Quantitative Finance Instructor: Professor Tobias J
Anomalies in Option Pricing: the Black- Scholes Model Revisited
There Are No Predictable Jumps in Arbitrage-Free Markets
Non-Linear Modifications of Black-Scholes Pricing Model with Diminishing Marginal Transaction Cost
Asset Pricing 1 Lucas Asset Pricing Formula
Financial Asset Pricing Theory: a Review of Recent Developments
The Numéraire Portfolio in Semimartingale Financial Models
Calibration and Monte Carlo Pricing of the SABR-Hull-White Model for Long-Maturity Equity Derivatives
Asset Pricing with Entry and Imperfect Competition†