FIXING RISK NEUTRAL RISK MEASURES (Q2806368)

From MaRDI portal
Revision as of 17:46, 3 February 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
scientific article
Language Label Description Also known as
English
FIXING RISK NEUTRAL RISK MEASURES
scientific article

    Statements

    title
    FIXING RISK NEUTRAL RISK MEASURES (English)
    0 references
    author
    Harvey J. Stein
    0 references
    publication date
    17 May 2016
    0 references
    zbMATH Keywords
    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

    Identifiers

    Mathematics Subject Classification ID
    91G40
    0 references
    91B82
    0 references
    91G20
    0 references
    zbMATH DE Number
    6581268
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2806368&oldid=15716487"
    Powered by MediaWiki