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- Forward_measure abstract "In finance, a T-forward measure is a pricing measure absolutely continuous with respect to a risk-neutral measure but rather than using the money market as numeraire, it uses a bond with maturity T. The use of the forward measure was pioneered by Farshid Jamshidian (1987), and later used as a means of calculating the price of options on bonds.".
- Forward_measure wikiPageID "9795255".
- Forward_measure wikiPageLength "3943".
- Forward_measure wikiPageOutDegree "17".
- Forward_measure wikiPageRevisionID "700455406".
- Forward_measure wikiPageWikiLink Bond_option.
- Forward_measure wikiPageWikiLink Category:Finance_theories.
- Forward_measure wikiPageWikiLink Category:Martingale_theory.
- Forward_measure wikiPageWikiLink Category:Mathematical_finance.
- Forward_measure wikiPageWikiLink Damiano_Brigo.
- Forward_measure wikiPageWikiLink Fabio_Mercurio.
- Forward_measure wikiPageWikiLink Farshid_Jamshidian.
- Forward_measure wikiPageWikiLink Finance.
- Forward_measure wikiPageWikiLink Forward_price.
- Forward_measure wikiPageWikiLink Martingale_(probability_theory).
- Forward_measure wikiPageWikiLink Numéraire.
- Forward_measure wikiPageWikiLink Radon–Nikodym_theorem.
- Forward_measure wikiPageWikiLink Risk-neutral_measure.
- Forward_measure wikiPageWikiLinkText "Forward measure".
- Forward_measure wikiPageWikiLinkText "forward measure".
- Forward_measure wikiPageUsesTemplate Template:Cite_book.
- Forward_measure wikiPageUsesTemplate Template:Refimprove.
- Forward_measure wikiPageUsesTemplate Template:Reflist.
- Forward_measure subject Category:Finance_theories.
- Forward_measure subject Category:Martingale_theory.
- Forward_measure subject Category:Mathematical_finance.
- Forward_measure hypernym Measure.
- Forward_measure type Software.
- Forward_measure type Field.
- Forward_measure type Occupation.
- Forward_measure type Process.
- Forward_measure type Theory.
- Forward_measure comment "In finance, a T-forward measure is a pricing measure absolutely continuous with respect to a risk-neutral measure but rather than using the money market as numeraire, it uses a bond with maturity T. The use of the forward measure was pioneered by Farshid Jamshidian (1987), and later used as a means of calculating the price of options on bonds.".
- Forward_measure label "Forward measure".
- Forward_measure sameAs Q5473281.
- Forward_measure sameAs フォワード測度.
- Forward_measure sameAs m.02psf7k.
- Forward_measure sameAs Q5473281.
- Forward_measure wasDerivedFrom Forward_measure?oldid=700455406.
- Forward_measure isPrimaryTopicOf Forward_measure.