FIXING RISK NEUTRAL RISK MEASURES (Q2806368)
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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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