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Derivative Asset Pricing

This class was created by Brainscape user Sirle Saarevali. Visit their profile to learn more about the creator.

By: Sirle Saarevali
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Decks in this class (4)

“Alpha or beta in the eye of the beholder: What drives hedge fund flows?” Agarwal, Vikas, Clifton T. Green, and Honglin Ren
Which risk model do investors use...,
Why do the authors research how i...,
How do authors decompose fund per...
12  cards
“A 30-Year Perspective on Property Derivatives: What Can Be Done to Tame Property Price Risk?” Fabozzi, Frank J., Robert J. Shiller, and Radu S. Tunaru
What is the main idea,
What is the main problem discussed,
What are the advantages of real e...
10  cards
“Anomalies: The Law of One Price in Financial Markets” Lamont, Owen A. and Richard H. Thaler
What is the main idea,
What does the law of one price state,
What are the two essential ingred...
14  cards
“Hedge Funds: Past, Present, and Future” Stulz, Rene M
What is the main idea,
What is a hedge fund,
What are the characteristics of h...
10  cards

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Derivative Asset Pricing

  • Class purpose General learning

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