FIXING RISK NEUTRAL RISK MEASURES (Q2806368): Difference between revisions
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| Property / cites work: ARBITRAGE‐FREE BILATERAL COUNTERPARTY RISK VALUATION UNDER COLLATERALIZATION AND APPLICATION TO CREDIT DEFAULT SWAPS / rank | |||
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| Property / cites work: Modelling, pricing, and hedging counterparty credit exposure. A technical guide / rank | |||
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| Property / full work available at URL: https://doi.org/10.1142/s0219024916500217 / rank | |||
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Latest revision as of 09:31, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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