'Arbitrage free' diaporamas de présentation

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???. ????????? -------- ?????. Chapter 3. Binomial Tree Methods ------ Discrete Models of Option Pricing. An Example.

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Chapter 3

Chapter 3. Binomial Tree Methods ------ Discrete Models of Option Pricing. An Example.

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CAS 2004 Spring Meeting Presentation of Proceedings Paper

CAS 2004 Spring Meeting Presentation of Proceedings Paper. DISTRIBUTION-BASED PRICING FORMULAS ARE NOT ARBITRAGE-FREE DAVID RUHM. DISCUSSION BY MICHAEL G. WACEK. Wacek Discussion. Ruhm illustrates difficult concepts from financial economics in a refreshing way

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Parameterizing Interest Rate Models

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Conditional Risk Charge

Conditional Risk Charge. Main principle of conditional risk charge: Each risk receives a charge that represents how much it contributes to undesirable portfolio outcomes. Framework can reflect any dependence structure Beyond correlation matrices.

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