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Summary Of: Rational pricing
Rational pricing is one approach used in pricing... Rational pricing underpins the logic of...
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financial economics
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arbitrage-free
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Arbitrage
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law of one price
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short
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short sell
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discounted
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risk free rate
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sells forward
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buys forward
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short
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backwardation
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fixed rate bonds
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zero coupon bond
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strip
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risk free rate
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credit worthiness
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Fixed income arbitrage
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Bond valuation
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Bond credit rating
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derivative
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spot market
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derivatives market
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Mathematical finance
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strike price
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reference rate
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spot price
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Fundamental theorem of arbitrage-free pricing
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futures contract
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forward price
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future value
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underlying
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asset with a known future-price
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futures contract pricing
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short
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option
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underlying instrument
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binomial options model
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intrinsic values
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Black-Scholes
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Binomial options model
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The Black-Scholes PDE
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coded
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continuous process
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put option
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put-call parity
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calls
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Delta hedging
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"An asset with a known future price"
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"Assets with identical cash flows"
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MAX
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MAX
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risk neutrality
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expected value
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discounted
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intrinsic values
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risk free rate
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volatility
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risk-neutral measure
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probability distribution
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swap
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counterparties
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cash flow
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present value
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Net
present value
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swap valuation
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Interest rate swap
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Arbitrageur
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Forward rate agreements
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Bond
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underlyings
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bond options
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swaptions
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Arbitrage pricing theory
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shares
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expected return
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linear function
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macro-economic
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beta coefficient
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risk free rate
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discounted
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arbitrage
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APT
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short sell
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short sell
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Capital asset pricing model
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Securities market line
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Efficient market hypothesis
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Fair value
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Fundamental theorem of arbitrage-free pricing
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Homo economicus
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List of valuation topics
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Rational choice theory
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Rationality
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Volatility arbitrage
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Mark Rubinstein
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Haas School of Business
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California Institute of Technology
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PDF
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Investment Analysts Society of Southern Africa
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Emanuel Derman
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Nassim Taleb
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Categories
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Pricing
|
Finance theories
|
Mathematical finance
|
Underlying principles of microeconomic behavior
|
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Wikipedia article "Rational pricing"
.