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Asset Pricing in Discrete Time: A Complete Markets Approach

Ser-Huang Poon and Richard Stapleton

Published in print:
2005
Published Online:
July 2005
ISBN:
9780199271443
eISBN:
9780191602559
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/0199271445.001.0001
Subject:
Economics and Finance, Financial Economics

Relying on the existence, in a complete market, of a pricing kernel, this book covers the pricing of assets, derivatives, and bonds in a discrete time, complete markets framework. It is primarily ... More


Negligence Per Se and Unaccounted Risks

Robert D. Cooter and Ariel Porat

in Getting Incentives Right: Improving Torts, Contracts, and Restitution

Published in print:
2014
Published Online:
October 2017
ISBN:
9780691151595
eISBN:
9781400850396
Item type:
chapter
Publisher:
Princeton University Press
DOI:
10.23943/princeton/9780691151595.003.0004
Subject:
Law, Comparative Law

This chapter considers cases of “negligence per se” and the problem of unaccounted risks. In general, breaching the statute constitutes “negligence per se.” When the injurer's breach of the statute ... More


Risk Aversion, Background Risk, and the Pricing Kernel

Ser-Huang Poon and Richard Stapleton

in Asset Pricing in Discrete Time: A Complete Markets Approach

Published in print:
2005
Published Online:
July 2005
ISBN:
9780199271443
eISBN:
9780191602559
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0199271445.003.0002
Subject:
Economics and Finance, Financial Economics

‘Risk Aversion, background Risk, and the Pricing Kernel’ looks in more detail at utility functions and their effect on the shape of the pricing kernel. The authors discuss the meaning of risk ... More


VALUATION OF CONTINGENT CLAIMS: EXTENSIONS

Ser-Huang Poon and Richard Stapleton

in Asset Pricing in Discrete Time: A Complete Markets Approach

Published in print:
2005
Published Online:
July 2005
ISBN:
9780199271443
eISBN:
9780191602559
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0199271445.003.0004
Subject:
Economics and Finance, Financial Economics

‘Valuation of Contingent Claims: Extensions’ extends the analysis in Ch. 3 to contingent claims on assets with non-lognormal distributions, for example, normal distributions, as in the Brennan ... More


Options

Kit Pong Wong, Greg Filbeck, and H. Kent Baker

in Investment Risk Management

Published in print:
2015
Published Online:
January 2015
ISBN:
9780199331963
eISBN:
9780190214098
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199331963.003.0024
Subject:
Economics and Finance, Financial Economics

This chapter provides an overview of option markets and contracts as well as the basic valuation of options. Its primary purpose is to examine the behavior of the competitive firm that faces not only ... More


Causation

Jennifer K. Robbennolt and Valerie P. Hans

in The Psychology of Tort Law

Published in print:
2016
Published Online:
May 2017
ISBN:
9780814724941
eISBN:
9780814724712
Item type:
chapter
Publisher:
NYU Press
DOI:
10.18574/nyu/9780814724941.003.0005
Subject:
Psychology, Social Psychology

This chapter explores the psychology of causal reasoning and the implications of this psychology for tort law. The chapter surveys what is known about counterfactual thinking, a process that is at ... More


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