结果：找到“risk neutral”相关内容30个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”
Springer Finance Series之Risk-Neutral Valuation
7 个回复 - 6358 次查看 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 a ...2015-4-21 21:24 - lasgpope - 量化投资
7 个回复 - 6358 次查看 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 a ...2015-4-21 21:24 - lasgpope - 量化投资
【2015新书】Risk Neutral Pricing and Financial Mathematics: A Primer
43 个回复 - 12347 次查看 图书名称：Risk Neutral Pricing and Financial Mathematics: A Primer 作者：Peter M. Knopf , John L. Teall 出版社： Academic Press; 1 (2015年8月31日) 页数：330 出版时间：2015 ...2015-8-9 11:16 - william9225 - 金融学（理论版）
43 个回复 - 12347 次查看 图书名称：Risk Neutral Pricing and Financial Mathematics: A Primer 作者：Peter M. Knopf , John L. Teall 出版社： Academic Press; 1 (2015年8月31日) 页数：330 出版时间：2015 ...2015-8-9 11:16 - william9225 - 金融学（理论版）
BIS国际清算银行-Firm-specific-risk-neutral-distributions-with-options-and-CDS
1 个回复 - 451 次查看 BIS国际清算银行-Firm-specific-risk-neutral-distributions-with-options-and-CDS_68页_2mb2021-1-21 15:32 - wangjx_ - 行业分析报告
1 个回复 - 451 次查看 BIS国际清算银行-Firm-specific-risk-neutral-distributions-with-options-and-CDS_68页_2mb2021-1-21 15:32 - wangjx_ - 行业分析报告
Risk-Neutral Valuation - Pricing and Hedging of Financial Derivatives
27 个回复 - 10087 次查看 Risk-Neutral ValuationPricing and Hedging of Financial Derivatives Series: Springer Finance Bingham, Nicholas H., Kiesel, Rüdiger 2nd ed., 2004, XVIII, 437 p. 8 illus. About th ...2012-3-19 00:21 - martinnyj - 金融学（理论版）
27 个回复 - 10087 次查看 Risk-Neutral ValuationPricing and Hedging of Financial Derivatives Series: Springer Finance Bingham, Nicholas H., Kiesel, Rüdiger 2nd ed., 2004, XVIII, 437 p. 8 illus. About th ...2012-3-19 00:21 - martinnyj - 金融学（理论版）
Predictable Dynamics in Higher-Order Risk-Neutral Moments
1 个回复 - 577 次查看 【作者(必填)】Michael Neumann (a1) and George Skiadopoulos (a2) 【文题(必填)】 Predictable Dynamics in Higher-Order Risk-Neutral Moments: Evidence from the S&P 500 Options【年份(必填)】 2013 【全 ...2019-6-5 20:46 - blueskyy - 求助成功区
1 个回复 - 577 次查看 【作者(必填)】Michael Neumann (a1) and George Skiadopoulos (a2) 【文题(必填)】 Predictable Dynamics in Higher-Order Risk-Neutral Moments: Evidence from the S&P 500 Options【年份(必填)】 2013 【全 ...2019-6-5 20:46 - blueskyy - 求助成功区
Modern Finance Cornerstone-Risk Neutral Valuation
6 个回复 - 2379 次查看 Must understand! Risk neutral valuation is a modern finance cornerstone. These two papers are outstanding in plain English to explain the concepts.2011-10-29 05:59 - polo86 - 经济金融数学专区
6 个回复 - 2379 次查看 Must understand! Risk neutral valuation is a modern finance cornerstone. These two papers are outstanding in plain English to explain the concepts.2011-10-29 05:59 - polo86 - 经济金融数学专区
Risk-Neutral Valuation
2 个回复 - 1356 次查看 【作者(必填)】Nicholas H. Bingham, Rüdiger Kiesel 【文题(必填)】Risk-Neutral Valuation 【年份(必填)】2004 【全文链接或数据库名称(选填)】http://link.springer.com/book/10.1007/978-1-4471-3856- ...2013-8-28 15:15 - mendelssohn - 求助成功区
2 个回复 - 1356 次查看 【作者(必填)】Nicholas H. Bingham, Rüdiger Kiesel 【文题(必填)】Risk-Neutral Valuation 【年份(必填)】2004 【全文链接或数据库名称(选填)】http://link.springer.com/book/10.1007/978-1-4471-3856- ...2013-8-28 15:15 - mendelssohn - 求助成功区
Option-implied risk-neutral distributions and risk aversion
1 个回复 - 799 次查看 看谁可以下载SSRN上面只能share的文章否？ ] Option-implied risk-neutral distributions and risk aversion JC Jackwerth… - 2004 - papers.ssrn.com 有下载者可以设置五个论坛币，我会购买！2011-4-19 12:28 - sqq19860225 - 求助成功区
1 个回复 - 799 次查看 看谁可以下载SSRN上面只能share的文章否？ ] Option-implied risk-neutral distributions and risk aversion JC Jackwerth… - 2004 - papers.ssrn.com 有下载者可以设置五个论坛币，我会购买！2011-4-19 12:28 - sqq19860225 - 求助成功区
2012-05-11_瑞银华宝_Weekly Weight Watcher：Tactical risk reduction to neutral
2 个回复 - 1142 次查看 2012-5-14 13:26 - yanghaiting - 金融学（理论版）
2 个回复 - 1142 次查看 2012-5-14 13:26 - yanghaiting - 金融学（理论版）
A STRUCTURAL RISK-NEUTRAL MODEL FOR PRICING AND HEDGING POWER DERIVATIVES
1 个回复 - 806 次查看 【作者(必填)】 Aïd, René; Campi, Luciano; Langrené, Nicolas 【文题(必填)】A STRUCTURAL RISK-NEUTRAL MODEL FOR PRICING AND HEDGING POWER DERIVATIVES 【年份(必填)】Mathematical Finance. Jul ...2013-9-4 13:12 - ssylzz - 求助成功区
1 个回复 - 806 次查看 【作者(必填)】 Aïd, René; Campi, Luciano; Langrené, Nicolas 【文题(必填)】A STRUCTURAL RISK-NEUTRAL MODEL FOR PRICING AND HEDGING POWER DERIVATIVES 【年份(必填)】Mathematical Finance. Jul ...2013-9-4 13:12 - ssylzz - 求助成功区
请教一下 risk-neutral valuation与risk-priced valuation有何不同
1 个回复 - 1214 次查看 为什么说risk-priced could tell what the return of the underlying asset should be but risk-neutral valuation could not2012-5-11 07:15 - sarahlun - 金融学（理论版）
1 个回复 - 1214 次查看 为什么说risk-priced could tell what the return of the underlying asset should be but risk-neutral valuation could not2012-5-11 07:15 - sarahlun - 金融学（理论版）
[MFE]关于Risk-neutral pricing and Utility
2 个回复 - 1809 次查看 那些utility 的公式，从来就没搞清楚过，有人考到过吗？2014-7-16 01:28 - misstulip2008 - Forum
2 个回复 - 1809 次查看 那些utility 的公式，从来就没搞清楚过，有人考到过吗？2014-7-16 01:28 - misstulip2008 - Forum
什么是risk-neutral
16 个回复 - 19165 次查看 <P>字面翻译是风险中立吗？</P> <P>这个词到底是什么意思 研究什么的</P> <P>那risk-neutral valuation呢 又是研究什么的 谢谢</P>2007-11-3 23:20 - carnivorist - 金融学（理论版）
16 个回复 - 19165 次查看 <P>字面翻译是风险中立吗？</P> <P>这个词到底是什么意思 研究什么的</P> <P>那risk-neutral valuation呢 又是研究什么的 谢谢</P>2007-11-3 23:20 - carnivorist - 金融学（理论版）
Channel Coordination with a Risk-Neutral Supplier
1 个回复 - 647 次查看 【作者(必填)】 [*]Xianghua Gan1, [*]Suresh P. Sethi1, [*]Houmin Yan2 【文题(必填)】 Channel Coordination with a Risk-Neutral Supplier and a Downside-Risk-Averse Retailer 【年份(必填)】 2005 ...2013-9-3 21:41 - 下雨就打伞 - 求助成功区
1 个回复 - 647 次查看 【作者(必填)】 [*]Xianghua Gan1, [*]Suresh P. Sethi1, [*]Houmin Yan2 【文题(必填)】 Channel Coordination with a Risk-Neutral Supplier and a Downside-Risk-Averse Retailer 【年份(必填)】 2005 ...2013-9-3 21:41 - 下雨就打伞 - 求助成功区
Channel Coordination for a Supply Chain with a Risk-Neutral Manufacturer
1 个回复 - 758 次查看 【作者(必填)】 [*]Charles X. Wang1,*, [*]Scott Webster2 【文题(必填)】 Channel Coordination for a Supply Chain with a Risk-Neutral Manufacturer and a Loss-Averse Retailer 【年份(必填)】 2007 ...2013-9-3 21:46 - 下雨就打伞 - 求助成功区
1 个回复 - 758 次查看 【作者(必填)】 [*]Charles X. Wang1,*, [*]Scott Webster2 【文题(必填)】 Channel Coordination for a Supply Chain with a Risk-Neutral Manufacturer and a Loss-Averse Retailer 【年份(必填)】 2007 ...2013-9-3 21:46 - 下雨就打伞 - 求助成功区
which measure is most relevant for credit derivative pricing, risk-neutral or ph
3 个回复 - 1384 次查看 which measure is most relevant for credit derivative pricing, risk-neutral or physical? and why? I think the physical measure is more relevant, since hedging is difficult or not perfect even th ...2013-8-8 09:17 - shelf317 - 金融工程（数量金融）与金融衍生品
3 个回复 - 1384 次查看 which measure is most relevant for credit derivative pricing, risk-neutral or physical? and why? I think the physical measure is more relevant, since hedging is difficult or not perfect even th ...2013-8-8 09:17 - shelf317 - 金融工程（数量金融）与金融衍生品
Pricing VIX futures: Evidence from integrated physical and risk-neutral ---
1 个回复 - 852 次查看 【作者(必填)】Yueh-Neng Lin[/backcolor] 【文题(必填)】Pricing VIX futures: Evidence from integrated physical and risk-neutral probability measures 【年份(必填)】2007 【全文链接或数据库名称(选 ...2013-5-9 17:31 - hnhs100 - 求助成功区
1 个回复 - 852 次查看 【作者(必填)】Yueh-Neng Lin[/backcolor] 【文题(必填)】Pricing VIX futures: Evidence from integrated physical and risk-neutral probability measures 【年份(必填)】2007 【全文链接或数据库名称(选 ...2013-5-9 17:31 - hnhs100 - 求助成功区
希望这是论坛里最后一个讨论risk neutral的帖子
5 个回复 - 1665 次查看 最近在写一篇关于risk neutral的文章。尝试分别从金融学和纯数学的角度来阐述。现在已经写的八九不离十。但闭门造车，总不尽人意。 作为金融学里面最为重要的概念之一，相信很多同学在初学之时都曾感到无所适从。 ...2012-7-1 14:47 - lanalpha - 金融工程（数量金融）与金融衍生品
5 个回复 - 1665 次查看 最近在写一篇关于risk neutral的文章。尝试分别从金融学和纯数学的角度来阐述。现在已经写的八九不离十。但闭门造车，总不尽人意。 作为金融学里面最为重要的概念之一，相信很多同学在初学之时都曾感到无所适从。 ...2012-7-1 14:47 - lanalpha - 金融工程（数量金融）与金融衍生品
急需risk neutral valuation hedging and pricing 这本书啊
0 个回复 - 910 次查看 有朋友给共享么。 xijunox@126.com 谢谢2013-2-17 23:12 - xijunox - 休闲灌水
0 个回复 - 910 次查看 有朋友给共享么。 xijunox@126.com 谢谢2013-2-17 23:12 - xijunox - 休闲灌水
Risk-neutral valuation of real estate derivatives
4 个回复 - 950 次查看 【作者(必填)】Bragt,V., Francke, M.,Kramer,B. and Pelsser, A. 【文题(必填)】Risk-neutral valuation of real estate derivatives 【年份(必填)】2009 【全文链接或数据库名称(选填)】http://papers.ss ...2012-3-3 15:29 - 晏子使楚 - 求助成功区
4 个回复 - 950 次查看 【作者(必填)】Bragt,V., Francke, M.,Kramer,B. and Pelsser, A. 【文题(必填)】Risk-neutral valuation of real estate derivatives 【年份(必填)】2009 【全文链接或数据库名称(选填)】http://papers.ss ...2012-3-3 15:29 - 晏子使楚 - 求助成功区
Imperfect competition in a multi-security market with risk neutrality
2 个回复 - 905 次查看 【作者(必填)】Jordi Caballe and Murugappa Krishnan 【文题(必填)】Imperfect competition in a multi-security market with risk neutrality 【年份(必填)】1994 【全文链接或数据库名称(选填)】Jstor2012-1-18 14:10 - l1162289744 - 求助成功区
2 个回复 - 905 次查看 【作者(必填)】Jordi Caballe and Murugappa Krishnan 【文题(必填)】Imperfect competition in a multi-security market with risk neutrality 【年份(必填)】1994 【全文链接或数据库名称(选填)】Jstor2012-1-18 14:10 - l1162289744 - 求助成功区
Nonparametric Estimation of the Risk-Neutral Process
0 个回复 - 822 次查看 风险中性过程下的非参数估计 的相关文献2011-6-28 17:50 - 邵伟学经济 - Forum
0 个回复 - 822 次查看 风险中性过程下的非参数估计 的相关文献2011-6-28 17:50 - 邵伟学经济 - Forum
Option-Implied Risk-Neutral Distributions and Risk Aversion
6 个回复 - 1598 次查看 Option-Implied Risk-Neutral Distributions and Risk Aversion Jens Carsten Jackwerth University of Konstanz - Department of Economics CFA Institute Research Foundation of AIMR Publications, ...2011-4-20 08:41 - sqq19860225 - 文献求助专区
6 个回复 - 1598 次查看 Option-Implied Risk-Neutral Distributions and Risk Aversion Jens Carsten Jackwerth University of Konstanz - Department of Economics CFA Institute Research Foundation of AIMR Publications, ...2011-4-20 08:41 - sqq19860225 - 文献求助专区
The information content of risk-neutral densities
2 个回复 - 954 次查看 The information content of risk-neutral densities: tests based on Hungarian currency option-implied densities Csaba Csávás The European Journal of Finance, 1466-4364, Volume 16, Issue 7, First pu ...2011-4-20 00:05 - sqq19860225 - 文献求助专区
2 个回复 - 954 次查看 The information content of risk-neutral densities: tests based on Hungarian currency option-implied densities Csaba Csávás The European Journal of Finance, 1466-4364, Volume 16, Issue 7, First pu ...2011-4-20 00:05 - sqq19860225 - 文献求助专区
英文原版扫描 Risk-Neutral-Valuation(2004)
26 个回复 - 6126 次查看 刚扫描的Risk-Neutral-Valuation(2004)，有需要的可以下 因为时间有限，先扫描这么多，过些时候再上传后续的。2009-9-8 07:02 - moyu41 - 金融学（理论版）
26 个回复 - 6126 次查看 刚扫描的Risk-Neutral-Valuation(2004)，有需要的可以下 因为时间有限，先扫描这么多，过些时候再上传后续的。2009-9-8 07:02 - moyu41 - 金融学（理论版）
求Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives
2 个回复 - 2147 次查看 求Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives.不要notes，要书~~ N.H. Bingham, R.Kiese的~ l拜托了~！急求~~~2010-3-13 23:20 - 莞尔哈哈 - 计量经济学与统计软件
2 个回复 - 2147 次查看 求Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives.不要notes，要书~~ N.H. Bingham, R.Kiese的~ l拜托了~！急求~~~2010-3-13 23:20 - 莞尔哈哈 - 计量经济学与统计软件
免费下载Option-Implied Risk-Neutral Distributions and Risk Aversion
1 个回复 - 1460 次查看 易盘下载: http://www.163pan.com/files/j0o000u0n.html 文件名称: Option-Implied Risk-Neutral Distributions and Risk Aversion.pdf 文件介绍: Author:Jens Carsten Jackwerth,Research Foundation of CFA ...2010-7-17 23:53 - soundleon - 金融学（理论版）
1 个回复 - 1460 次查看 易盘下载: http://www.163pan.com/files/j0o000u0n.html 文件名称: Option-Implied Risk-Neutral Distributions and Risk Aversion.pdf 文件介绍: Author:Jens Carsten Jackwerth,Research Foundation of CFA ...2010-7-17 23:53 - soundleon - 金融学（理论版）
为什么risk neutral probability 要转化成forward probability
7 个回复 - 7813 次查看 上derivate product课，对于risk neutral probability 要转化成forward probability这个问题一直没有搞明白。 有种说法是forward price在risk neutral probability mesure 下信息不够不能计算，或者是计算不够简 ...2010-2-7 23:49 - yazi900 - 金融工程（数量金融）与金融衍生品
7 个回复 - 7813 次查看 上derivate product课，对于risk neutral probability 要转化成forward probability这个问题一直没有搞明白。 有种说法是forward price在risk neutral probability mesure 下信息不够不能计算，或者是计算不够简 ...2010-2-7 23:49 - yazi900 - 金融工程（数量金融）与金融衍生品
求:Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives
7 个回复 - 2817 次查看 i have been looking for "Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives" for a while.could someone please share it if you have a copy?I have already had the class notes by the au ...2007-3-24 06:11 - rotman - 计量经济学与统计软件
7 个回复 - 2817 次查看 i have been looking for "Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives" for a while.could someone please share it if you have a copy?I have already had the class notes by the au ...2007-3-24 06:11 - rotman - 计量经济学与统计软件
