Risk-Neutral Measure

Verfügbarkeit:
Auf Lager.
Artikelnummer:
689514
  • Produktbeschreibung

    Risk-Neutral Measure

    Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. In mathematical finance, a risk-neutral measure, equivalent martingale measure, or Q-measure is a probability measure that results when one assumes that the current value of all financial assets is equal to the expected value of the future payoff of the asset discounted at the risk-free rate. The concept is used in the pricing of derivatives.In an actual economy, prices of assets depend crucially on their risk. Investors typically demand payment for bearing uncertainty. Therefore, today''s price of a claim on a risky amount realised tomorrow will generally differ from its expected value. Most commonly, investors are risk-averse and today''s price is below the expectation, remunerating those who bear the risk.
  • Zusatzinformation

    Verlag
    Betascript Publishing
    ISBN / EAN
    9786131257216
  • Sie könnten auch an folgenden Produkten interessiert sein

    Art.Nr. 1028277

    Reiß:Praxisbuch IT-Dokumentation

    46,30
    Art.Nr. 1479181

    Ramirez Molina:Diseño de una arquitectu

    71,00
    Art.Nr. 1459513

    Seibert,J.:Anwend.v.Semantic-Web Techn.

    50,40
  • 0 Kundenmeinungen

    Schreiben Sie selbst eine Rezension

    Ihre Meinung interessiert uns – und hilft anderen Kunden bei der Auswahl.

    Wenn Sie dieses Eingabefeld sehen sollten, lassen Sie es leer!