Risk neutral preferences

Related lectures (21)

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Covers risk-neutral measure, state prices, utility functions, and risk aversion in asset pricing.

Explores agency relationships, contracts, incentives, risk preferences, and optimal outcomes in principal-agent interactions.

Explores the optimal betting strategy in a dynamic programming gambling problem, emphasizing risk preference impact.

Delves into uncertainty quantification in molecular dynamics, focusing on aerospace materials, modeling decisions, and coarse-grained dynamics.

Explores market structure, portfolio holdings, arbitrage, state prices, and optimal consumption-portfolio choices.

Series covers asset pricing theories, mean-variance optimization, state prices, and risk-neutral measures.

Introduces supervised learning concepts and the k-Nearest Neighbors method for classification and regression tasks.

Focuses on the dimensioning and optimization of retention basins in an urban waterway network.

Explores the Black-Scholes-Merton model, the Greeks, dynamic hedging, and engineering exposure in derivative pricing.

Explores the origins of entrepreneurship, emphasizing innovation, risk-taking, and opportunity identification in new venture creation.