Dimitris

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432 reputation

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This space for rent.

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6 Answers

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8	Option pricing before Black-Scholes
7	Fundamental Theorem of Asset Pricing (FTAP)
6	Maximization of CARA utility function: unique solution with an unbounded parameter?
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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432 Reputation

+60	Maximization of CARA utility function: unique solution with an unbounded parameter?
+30	Option pricing before Black-Scholes
+20	Fundamental Theorem of Asset Pricing (FTAP)
+5	What is a “coherent” risk measure?

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2 Questions

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

17 Tags

8 history × 2	6 economics
8 black-scholes	3 market
8 options	3 research
7 no-arbitrage-theory	3 risk-premium
6 finance	3 reference-request

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