Timeline for What is the difference between risk neutral probabilities and stochastic discount factor?
Current License: CC BY-SA 3.0
5 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Feb 27, 2018 at 10:18 | history | tweeted | twitter.com/StackQuant/status/968430181089267712 | ||
| Feb 26, 2018 at 16:48 | answer | added | Matthew Gunn | timeline score: 15 | |
| Feb 26, 2018 at 8:28 | comment | added | Quantuple | Maybe this related question also helps: quant.stackexchange.com/questions/8274/… | |
| Feb 25, 2018 at 21:53 | comment | added | David Addison | Risk neutral probabilities can always be expressed in terms of stochastic discount factors, but stochastic discount factors are not necessarily risk neutral. | |
| Feb 25, 2018 at 21:15 | history | asked | Andy | CC BY-SA 3.0 |