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1 vote

Pricing / valuing anticipated repayment date

Welcome As I see it, the borrower has written to the lender an option to borrow more money at high interest after the "anticipated date", which can be viewed equally well as a call or as a ...
Dimitri Vulis's user avatar
3 votes

The end of risk-neutral valuation

In my (perhaps simplistic) view risk-neutral pricing is a paradigm, not a particular method and specifically that the price of a derivative is the price of its replicating portfolio. If you deviate ...
Frido's user avatar
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