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Risk measure
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41	Ane Term Structure Modeling and Macroeconomic Risks at the Zero Lower Bound Guillaume Roussellet∗ Add to Reading List Source URL: www.cb.cityu.edu.hk Language: English - Date: 2016-07-08 02:30:00 Interest rates Mathematical finance Monetary policy Financial markets Zero lower bound Risk-neutral measure Real interest rate Risk premium Risk Macroeconomics Yield curve Arbitrage
42	Option Pricing on Cash Mergers Victor H. Martinez, Ioanid Ro¸su and C. Alan Bester∗ September 30, 2009 Abstract When a cash merger is announced but not completed, there are two main sources Add to Reading List Source URL: www.hec.unil.ch Language: English - Date: 2010-01-22 04:26:14 Mathematical finance Options BlackScholes model Volatility Implied volatility Moneyness Binary option Putcall parity Risk-neutral measure Local volatility VIX
43	On the measurement of economic tail risk_final.dvi Add to Reading List Source URL: www.rmi.nus.edu.sg Language: English - Date: 2016-06-26 23:04:56 Financial risk Mathematical finance Actuarial science Expected shortfall Value at risk Risk measure Expected value Variance Spectral risk measure Comonotonicity It diffusion Beta distribution
44	ANALYSIS technical How to value a coco Converting default risk into conversion risk provides a method for valuing contingent convertibles, according to Patrick Cheridito and Zhikai Xu Add to Reading List Source URL: www.princeton.edu Language: English - Date: 2014-10-21 18:01:47 Mathematical finance Convertible bond Bond Forward measure Futures contract Credit risk Coco Financial risk Risk-neutral measure Hedge Discounting Fixed income
45	MATHEMATISCHES FORSCHUNGSINSTITUT OBEFRWOLFACH T a g u n g s b e r i c h t Add to Reading List Source URL: www.fam.tuwien.ac.at Language: English - Date: 2003-06-14 17:14:35 Mathematical finance Applied mathematics Economy Finance BlackScholes model Implied volatility Stochastic volatility Risk-neutral measure Volatility Option Quantitative analyst Brownian motion
46	Main Results and Relevance to the Q Group Mission A central question in asset management is how to correctly measure risk. Fifty years ago Jack Treynor, along with Bill Sharpe and others, developed the Capital Asset Pric Add to Reading List Source URL: www.q-group.org Language: English Finance Money Economy Investment Mathematical finance Financial markets Financial risk Financial ratios Capital asset pricing model Investment management Beta Alpha
47	Vote YES on Measure AA For a Clean and Healthy San Francisco Bay FLOOD RISK AND SEA LEVEL RISE — SOUTH BAY ECONOMIC IMPACT, SAN FRANCISCO BAY AREA Add to Reading List Source URL: www.yesonaaforthebay.com - Date: 2016-04-27 19:01:42
48	Ruodu Wang, Ph.D. Curriculum Vitae Assistant Professor Department of Statistics and Actuarial Science University of Waterloo Mathematics 3, 200 University Avenue West Add to Reading List Source URL: sas.uwaterloo.ca Language: English - Date: 2016-03-22 21:27:28 Actuarial science Insurance Statistics Economy Applied mathematics Risk Demography Copula Actuary Coherent risk measure Mathematical finance Probability
49	Deflation Risk Matthias Fleckenstein, Francis A. Longstaff, Hanno Lustig Q Group Conference October 2015 Add to Reading List Source URL: www.q-group.org Language: English - Date: 2015-12-04 10:26:32 Economy Money Inflation Monetary economics Deflation Yield curve Great Depression Risk-neutral measure Long Depression
50	Asymptotic Equivalence of Risk Measures under Dependence Uncertainty Jun Cai∗, Haiyan Liu† and Ruodu Wang‡ March 23, 2016§ Abstract Add to Reading List Source URL: sas.uwaterloo.ca Language: English - Date: 2016-03-22 21:17:22 Financial risk Mathematical finance Actuarial science Applied mathematics Economy Finance Coherent risk measure Expected shortfall Risk measure Distortion risk measure Risk Variance