Dimitris

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6 Answers

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7	Fundamental Theorem of Asset Pricing (FTAP)
5	Maximization of CARA utility function: unique solution with an unbounded parameter?
5	Option pricing before Black-Scholes
3	Are there ways to measure the risk aversion of a representative investor, based on publicly available market data?
2	penalizing negative skewness by linking $U(\mu)$ and $U(\Sigma)$

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392 Reputation

+20	Fundamental Theorem of Asset Pricing (FTAP)
+50	Maximization of CARA utility function: unique solution with an unbounded parameter?
+5	What is a “coherent” risk measure?
+10	penalizing negative skewness by linking $U(\mu)$ and $U(\Sigma)$

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2 Questions

votes activity newest

10	What is a “coherent” risk measure?
4	What is the origin of the words “put” and “call” that characterize derivatives?

20 Tags

7 no-arbitrage-theory	5 economics
5 history × 2	5 cara
5 black-scholes	5 utility
5 options	5 maximization
5 finance	3 market

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29 Accounts

	Area 51	395 rep	8
	Quantitative Finance	392 rep	29
$Mathematics$	Mathematics	186 rep	1
	English Language and Usage	121 rep	2
	Stack Overflow	116 rep	3

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