Risk-neutral economy and zero price of risk
Oldrich Alfons Vasicek
| Year of publication: |
2014
|
|---|---|
| Authors: | Vasicek, Oldrich Alfons |
| Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 8.2014, 3, p. 229-239
|
| Subject: | Risk-neutrality | Market price of risk | General equilibrium | Exchange and production economies | Determination of interest rates | Term structure of interest rates | Zinsstruktur | Yield curve | Risikoprämie | Risk premium | Allgemeines Gleichgewicht | Risiko | Risk | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010365596