FIXING RISK NEUTRAL RISK MEASURES (Q2806368): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: ARBITRAGE‐FREE BILATERAL COUNTERPARTY RISK VALUATION UNDER COLLATERALIZATION AND APPLICATION TO CREDIT DEFAULT SWAPS / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Modelling, pricing, and hedging counterparty credit exposure. A technical guide / rank | |||
Normal rank | |||
Revision as of 23:36, 11 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | FIXING RISK NEUTRAL RISK MEASURES |
scientific article |
Statements
FIXING RISK NEUTRAL RISK MEASURES (English)
0 references
17 May 2016
0 references
real world measure
0 references
risk neutral measure
0 references
option pricing
0 references
risk
0 references
exposure calculation
0 references
potential future exposures (PFE)
0 references
expected exposures (EE), credit valuation adjustment (CVA)
0 references
