Login Preferences
About News Publications Statistics Downloads API Guide License How to use Preferences
bn:03194617n
Noun Concept
Categories: Financial risk modeling, Derivatives (finance)
EN
risk-neutral measure  equivalent martingale measure  martingale measure  Measure Q  physical measure
EN
In mathematical finance, a risk-neutral measure is a probability measure such that each share price is exactly equal to the discounted expectation of the share price under this measure. Wikipedia
Definitions
Relations
Sources
EN
In mathematical finance, a risk-neutral measure is a probability measure such that each share price is exactly equal to the discounted expectation of the share price under this measure. Wikipedia
IS A
probability measure
Wikipedia
EN
risk-neutral measure
Wikidata
EN
Risk-neutral measure
Wikipedia Redirections
EN
equivalent martingale measure, martingale measure, Measure Q, physical measure, Q-measure, risk-neutral probability, Risk neutral measure, Rnm
Wikidata Alias
EN
Risk-neutral probability

Please note that, in order to improve your browsing experience on this website, BabelNet® uses various types of cookies, including: browsing functionality, performance and statistical cookies.

By continuing to browse the site you are agreeing to our use of cookies. OK

License