When.com Web Search

  1. Ads

    related to: financial management axioms pdf english book 2

Search results

  1. Results From The WOW.Com Content Network
  2. Max Gunther - Wikipedia

    en.wikipedia.org/wiki/Max_gunther

    Max Gunther (June 28, 1927 – June 28, 1998) [1] was an Anglo-American journalist and writer. He was the author of 26 books, including his investment best-seller, The Zurich Axioms.

  3. Ellsberg paradox - Wikipedia

    en.wikipedia.org/wiki/Ellsberg_paradox

    Daniel Ellsberg popularized the paradox in his 1961 paper, "Risk, Ambiguity, and the Savage Axioms". [2] It is generally taken to be evidence of ambiguity aversion , in which a person tends to prefer choices with quantifiable risks over those with unknown, incalculable risks.

  4. Financial economics - Wikipedia

    en.wikipedia.org/wiki/Financial_economics

    Financial econometrics is the branch of financial economics that uses econometric techniques to parameterise the relationships identified. Mathematical finance is related in that it will derive and extend the mathematical or numerical models suggested by financial economics.

  5. List of axioms - Wikipedia

    en.wikipedia.org/wiki/List_of_axioms

    Together with the axiom of choice (see below), these are the de facto standard axioms for contemporary mathematics or set theory. They can be easily adapted to analogous theories, such as mereology. Axiom of extensionality; Axiom of empty set; Axiom of pairing; Axiom of union; Axiom of infinity; Axiom schema of replacement; Axiom of power set ...

  6. Fundamental theorem of asset pricing - Wikipedia

    en.wikipedia.org/wiki/Fundamental_theorem_of...

    In a discrete (i.e. finite state) market, the following hold: [2] The First Fundamental Theorem of Asset Pricing: A discrete market on a discrete probability space (,,) is arbitrage-free if, and only if, there exists at least one risk neutral probability measure that is equivalent to the original probability measure, P.

  7. Coherent risk measure - Wikipedia

    en.wikipedia.org/wiki/Coherent_risk_measure

    That is, if portfolio always has better values than portfolio under almost all scenarios then the risk of should be less than the risk of . [2] E.g. If is an in the money call option (or otherwise) on a stock, and is also an in the money call option with a lower strike price.

  8. Situation calculus - Wikipedia

    en.wikipedia.org/wiki/Situation_calculus

    Action precondition axioms, one for each action; Successor state axioms, one for each fluent; Axioms describing the world in various situations; The foundational axioms of the situation calculus; A simple robot world will be modeled as a running example. In this world there is a single robot and several inanimate objects.

  9. Subjective expected utility - Wikipedia

    en.wikipedia.org/wiki/Subjective_expected_utility

    In decision theory, subjective expected utility is the attractiveness of an economic opportunity as perceived by a decision-maker in the presence of risk.Characterizing the behavior of decision-makers as using subjective expected utility was promoted and axiomatized by L. J. Savage in 1954 [1] [2] following previous work by Ramsey and von Neumann. [3]