Matches in DBpedia 2015-10 for { <http://dbpedia.org/resource/Risk-neutral_measure> ?p ?o }
- Risk-neutral_measure abstract "In mathematical finance, a risk-neutral measure, (also called an equilibrium measure, or equivalent martingale measure), is a probability measure such that each share price is exactly equal to the discounted expectation of the share price under this measure.This is heavily used in the pricing of financial derivatives due to the fundamental theorem of asset pricing, which implies that in a complete market a derivative's price is the discounted expected value of the future payoff under the unique risk-neutral measure. Such a measure exists if and only if the market is arbitrage-free.".
- Risk-neutral_measure wikiPageExternalLink papers.cfm?abstract_id=290044.
- Risk-neutral_measure wikiPageExternalLink papers.cfm?abstract_id=292724.
- Risk-neutral_measure wikiPageExternalLink abstract=1395390.
- Risk-neutral_measure wikiPageID "441911".
- Risk-neutral_measure wikiPageLength "13376".
- Risk-neutral_measure wikiPageOutDegree "59".
- Risk-neutral_measure wikiPageRevisionID "681941909".
- Risk-neutral_measure wikiPageWikiLink 1-to-1.
- Risk-neutral_measure wikiPageWikiLink Arbitrage.
- Risk-neutral_measure wikiPageWikiLink Arbitrage-free.
- Risk-neutral_measure wikiPageWikiLink Arrow_security.
- Risk-neutral_measure wikiPageWikiLink Asset_pricing.
- Risk-neutral_measure wikiPageWikiLink Black-Scholes_model.
- Risk-neutral_measure wikiPageWikiLink Black–Scholes_model.
- Risk-neutral_measure wikiPageWikiLink Brownian_model_of_financial_markets.
- Risk-neutral_measure wikiPageWikiLink Brownian_motion.
- Risk-neutral_measure wikiPageWikiLink Call_option.
- Risk-neutral_measure wikiPageWikiLink Casino.
- Risk-neutral_measure wikiPageWikiLink Category:Derivatives_(finance).
- Risk-neutral_measure wikiPageWikiLink Category:Mathematical_finance.
- Risk-neutral_measure wikiPageWikiLink Category:Probability_theory.
- Risk-neutral_measure wikiPageWikiLink Complete_market.
- Risk-neutral_measure wikiPageWikiLink Consistent_pricing_process.
- Risk-neutral_measure wikiPageWikiLink Derivative_(finance).
- Risk-neutral_measure wikiPageWikiLink Discount_factor.
- Risk-neutral_measure wikiPageWikiLink Discounted_price.
- Risk-neutral_measure wikiPageWikiLink Discounting.
- Risk-neutral_measure wikiPageWikiLink Double_digital_option.
- Risk-neutral_measure wikiPageWikiLink Equivalence_(measure_theory).
- Risk-neutral_measure wikiPageWikiLink Expected_value.
- Risk-neutral_measure wikiPageWikiLink Financial_market.
- Risk-neutral_measure wikiPageWikiLink Forward_measure.
- Risk-neutral_measure wikiPageWikiLink Forward_price.
- Risk-neutral_measure wikiPageWikiLink Fundamental_theorem_of_arbitrage-free_pricing.
- Risk-neutral_measure wikiPageWikiLink Fundamental_theorem_of_asset_pricing.
- Risk-neutral_measure wikiPageWikiLink Geometric_Brownian_Motion.
- Risk-neutral_measure wikiPageWikiLink Geometric_Brownian_motion.
- Risk-neutral_measure wikiPageWikiLink Girsanov_theorem.
- Risk-neutral_measure wikiPageWikiLink Girsanovs_theorem.
- Risk-neutral_measure wikiPageWikiLink Itos_lemma.
- Risk-neutral_measure wikiPageWikiLink Itxc3xb4s_lemma.
- Risk-neutral_measure wikiPageWikiLink Law_of_one_price.
- Risk-neutral_measure wikiPageWikiLink Lottery.
- Risk-neutral_measure wikiPageWikiLink Market_price_of_risk.
- Risk-neutral_measure wikiPageWikiLink Martingale_(probability_theory).
- Risk-neutral_measure wikiPageWikiLink Martingale_pricing.
- Risk-neutral_measure wikiPageWikiLink Martingale_representation_theorem.
- Risk-neutral_measure wikiPageWikiLink Mathematical_finance.
- Risk-neutral_measure wikiPageWikiLink Net_present_value.
- Risk-neutral_measure wikiPageWikiLink Numéraire.
- Risk-neutral_measure wikiPageWikiLink One-to-one.
- Risk-neutral_measure wikiPageWikiLink Probability_measure.
- Risk-neutral_measure wikiPageWikiLink Probability_space.
- Risk-neutral_measure wikiPageWikiLink Radon–Nikodym_derivative.
- Risk-neutral_measure wikiPageWikiLink Radon–Nikodym_theorem.
- Risk-neutral_measure wikiPageWikiLink Random_variable.
- Risk-neutral_measure wikiPageWikiLink Rational_pricing.
- Risk-neutral_measure wikiPageWikiLink Replicating_strategy.
- Risk-neutral_measure wikiPageWikiLink Risk.
- Risk-neutral_measure wikiPageWikiLink Risk-free_bond.
- Risk-neutral_measure wikiPageWikiLink Risk-free_interest_rate.
- Risk-neutral_measure wikiPageWikiLink Risk-free_rate.
- Risk-neutral_measure wikiPageWikiLink Risk_aversion.
- Risk-neutral_measure wikiPageWikiLink Sharpe_ratio.
- Risk-neutral_measure wikiPageWikiLink Short-rate_model.
- Risk-neutral_measure wikiPageWikiLink Stock.
- Risk-neutral_measure wikiPageWikiLink Valuation_(finance).
- Risk-neutral_measure wikiPageWikiLinkText "Risk neutral valuation".
- Risk-neutral_measure wikiPageWikiLinkText "Risk-neutral measure".
- Risk-neutral_measure wikiPageWikiLinkText "martingale probability measure".
- Risk-neutral_measure wikiPageWikiLinkText "risk neutral probabilities".
- Risk-neutral_measure wikiPageWikiLinkText "risk neutral probability measure".
- Risk-neutral_measure wikiPageWikiLinkText "risk neutrality".
- Risk-neutral_measure wikiPageWikiLinkText "risk-neutral measure".
- Risk-neutral_measure wikiPageWikiLinkText "risk-neutral pricing".
- Risk-neutral_measure wikiPageWikiLinkText "risk-neutral probabilities".
- Risk-neutral_measure wikiPageWikiLinkText "risk-neutral".
- Risk-neutral_measure hasPhotoCollection Risk-neutral_measure.
- Risk-neutral_measure wikiPageUsesTemplate Template:More_footnotes.
- Risk-neutral_measure wikiPageUsesTemplate Template:Redirect.
- Risk-neutral_measure subject Category:Derivatives_(finance).
- Risk-neutral_measure subject Category:Mathematical_finance.
- Risk-neutral_measure subject Category:Probability_theory.
- Risk-neutral_measure hypernym Measure.
- Risk-neutral_measure type Article.
- Risk-neutral_measure type Work.
- Risk-neutral_measure type Article.
- Risk-neutral_measure type Field.
- Risk-neutral_measure type Market.
- Risk-neutral_measure type Occupation.
- Risk-neutral_measure comment "In mathematical finance, a risk-neutral measure, (also called an equilibrium measure, or equivalent martingale measure), is a probability measure such that each share price is exactly equal to the discounted expectation of the share price under this measure.This is heavily used in the pricing of financial derivatives due to the fundamental theorem of asset pricing, which implies that in a complete market a derivative's price is the discounted expected value of the future payoff under the unique risk-neutral measure. ".
- Risk-neutral_measure label "Risk-neutral measure".
- Risk-neutral_measure sameAs Medida_de_neutralidad_al_riesgo.
- Risk-neutral_measure sameAs Misura_di_probabilità_neutrale_al_rischio.
- Risk-neutral_measure sameAs 위험중립측도.
- Risk-neutral_measure sameAs Miara_martyngałowa.
- Risk-neutral_measure sameAs m.028zg9.
- Risk-neutral_measure sameAs Q1058362.
- Risk-neutral_measure sameAs Q1058362.