FIXING RISK NEUTRAL RISK MEASURES (Q2806368): Difference between revisions

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Latest revision as of 09:31, 30 July 2024

scientific article
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English
FIXING RISK NEUTRAL RISK MEASURES
scientific article

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    FIXING RISK NEUTRAL RISK MEASURES (English)
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    17 May 2016
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    real world measure
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    risk neutral measure
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    option pricing
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    risk
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    exposure calculation
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    potential future exposures (PFE)
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    expected exposures (EE), credit valuation adjustment (CVA)
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