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Pricing and Hedging Financial and Insurance Products Part 2: Black-Scholes’ Model and Beyond
each period, the stock can increase by a factor of u or decrease by a factor of d. A cell in the binomial ... scientific contributions also helped launch the first U.S. options exchange in Chicago in 1973, known as the ...- Authors: Mathieu Boudreault
- Date: Mar 2013
- Competency: Results-Oriented Solutions>Actionable recommendations; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risks & Rewards
- Topics: Economics>Financial economics; Finance & Investments>Derivatives
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rar-2012-iss60-boudreault
the risk-free rate is 2 percent. According to mortality tables, this individual has a 1 percent probability ... Strictly from a financial engineering viewpoint, mortality risk creates market incompleteness. As it will ...- Authors: Mathieu Boudreault
- Date: Sep 2012
- Competency: Results-Oriented Solutions>Actionable recommendations; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risks & Rewards
- Topics: Economics>Financial economics; Finance & Investments>Derivatives
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Taking Stock: What Ever Happened to the "Invisible Hand"?
prior decade (managed through such agencies as the U.S. Federal Reserve) did create financial imbalances ... Low interest rates were brought about after the 2000–2002 re- cession (a recession spurred on by the ...- Authors: Nino A Boezio
- Date: Feb 2016
- Competency: External Forces & Industry Knowledge; Strategic Insight and Integration>Big picture view; Strategic Insight and Integration>Effective decision-making; Strategic Insight and Integration>Influence decisions; Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risks & Rewards
- Topics: Economics>Financial economics; Economics>Financial markets; Economics>Macroeconomics; Enterprise Risk Management>Strategic risks; Enterprise Risk Management>Systematic risk; Enterprise Risk Management>Systemic risk
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A Few Comments on Academic Finance
A Few Comments on Academic Finance Discussion of significant anomalies in option pricing due ... some academics have raised red flags. Dr. David S. Bates in his paper, “Jumps and Stochastic Volatility: ...- Authors: Richard Joss
- Date: Sep 2012
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risks & Rewards
- Topics: Economics>Financial economics; Finance & Investments>Derivatives