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Results tagged with risk-neutral-measure
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user 1046
A risk-neutral measure is a probability measure that yields an expected present value (discounted at the risk-free rate) which is equal to the current market price. The risk-neutral measure is also called an equivalent martingale measure.
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votes
Formal proof for risk-neutral pricing formula
The first think you have to ask is ¿¿What price??? Monetary price or equity price?? All answers,the ones I read, related to monetary price, but are equity price really risk free????
One of the biggest …
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