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pbr142

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Answers (33)

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41	How to build a factor model?
9	How to test the 5 Factor CAPM of Fama & French (2014)?
9	Can the Heston model be shown to reduce to the original Black Scholes model if appropriate parameters are chosen?
8	Intuitive explanation of the Hansen-Jagannathan bound
7	Why is $C(t,S_t)/B_t$ a martingale?

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11	Why are options called what they are called?

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55 factor-models × 4	13 modeling × 3
41 fama-french	13 stochastic-volatility × 3
41 regression	13 capm × 2
17 black-scholes × 3	10 sharpe-ratio × 2
15 option-pricing × 4	9 stochastic-calculus × 3

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