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Risk Finance and Asset Pricing: Value, Measurements, and Markets by CHARLES S. TAPIERO

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Index
Abacus
ABS. See Asset-backed securities (ABS)
Actuarial approach
Actuarial risk
Actuarial science
Actuarial techniques
Adverse selection risk
Agency problems
AICPA. See American Institute of Certified Public Accountants (AICPA)
AIG (American International Group)
Airbus
Air transport accidents
Alternative market structures
American Institute of Certified Public Accountants (AICPA)
American Law Institute
Analytic variance-covariance approach
Annuities and obligations (problem)
Antipersistent time series
A-parametric approach
APT. See Asset price theory (APT)
Arbitrage
Arbitrage CDO
Arbitrage CLO
Arbitrage-free price process
Arbitrage pricing theory
ARCH and GARCH estimators
AR (1)-ARCH (1) model (example)
A GARCH, (1,1) model (example)
Arrow, Kenneth
Arrow-Debreu framework
binomial option pricing (example)
generalization to multiple periods (example)
generalization to n states (example)
implied risk-neutral probability (problem)
options pricing (problem)
the price of a call option (example)
Arrow-Pratt index of risk aversion
Asian crisis of 1998,
Asian options (example)
Asset allocation:
asset pricing theory (APT)
efficiency frontier (problem)
Markowitz-based approach
two-securities portfolio (problem)
two-securities portfolio problem (example)
two-stock portfolio (example)
Asset-backed securities (ABS)
Asset price theory (APT)
Asset pricing:
Arrow-Debreu fundamental approach to
overview of
Assets:
multiple
pricing of
real and financial
Asymmetry
ATM. See At-the-money (ATM) ...

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