ScholarGate
Asistent

Porovnat metody

Prohlédněte si vybrané metody vedle sebe; řádky, které se liší, jsou zvýrazněny.

Rizikově neutrální oceňování×Změna numeráře×
OborKvantitativní financeKvantitativní finance
RodinaRegression modelRegression model
Rok vzniku19791995
TvůrceJohn Harrison and David KrepsHélyette Geman, Nicole El Karoui, Jean-Charles Rochet
TypFundamental PrincipleMeasure Theory
Původní zdrojHarrison, J. M., & Kreps, D. M. (1979). Martingales and arbitrage in multiperiod securities markets. Journal of Economic Theory, 20(3), 381-408. DOI ↗Geman, H., El Karoui, N., & Rochet, J. C. (1995). Changes of numeraire, changes of probability measure and option pricing. Journal of Applied Probability, 32(2), 443-458. DOI ↗
Další názvyRisk-Neutral Measure, Q-MeasureNumeraire Switching, Measure Change
Příbuzné43
ShrnutíRisk-neutral valuation (1979) is the fundamental principle that derivative prices equal the expected payoff discounted at the risk-free rate, computed under a risk-neutral probability measure (Q-measure). This principle, formalized by Harrison and Kreps, eliminates the need to estimate risk premia and is the foundation of modern derivatives pricing.Change of numeraire is a mathematical technique for simplifying option pricing by changing the choice of discount factor (numeraire). By selecting a numeraire aligned with the payoff structure, complex problems become simple. The technique is essential for LIBOR market models and multi-currency derivatives.
ScholarGateDatová sada
  1. v1
  2. 2 Zdroje
  3. PUBLISHED
  1. v1
  2. 2 Zdroje
  3. PUBLISHED

Přejít na hledání Stáhnout prezentaci

ScholarGatePorovnat metody: Risk-Neutral Valuation · Change of Numeraire. Získáno 2026-06-20 z https://scholargate.app/cs/compare