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Krahasoni metodat

Shqyrtoni metodat e zgjedhura krah për krah; rreshtat që ndryshojnë janë të theksuar.

Vlera e Rregulluar e Debisë×Vlerësimi pa rrezik×
FushaFinanca kuantitativeFinanca kuantitative
FamiljaRegression modelRegression model
Viti i origjinës2000s1979
KrijuesiJon Gregory, Christoph BurgardJohn Harrison and David Kreps
LlojiValuation FrameworkFundamental Principle
Burimi themeluesGregory, J. (2009). Counterparty Credit Risk: The New Challenge for Global Financial Markets. John Wiley & Sons. link ↗Harrison, J. M., & Kreps, D. M. (1979). Martingales and arbitrage in multiperiod securities markets. Journal of Economic Theory, 20(3), 381-408. DOI ↗
Emërtime të tjeraOwn Credit Adjustment, OCARisk-Neutral Measure, Q-Measure
Të lidhura34
PërmbledhjaDebit Valuation Adjustment (DVA) represents the value of your own credit risk to counterparties. DVA measures the gain in derivative value if you default on your obligations—a benefit for your shareholders because creditors receive less than the full derivative value. DVA is controversial but now mandatory under IFRS 13 for fair value accounting.Risk-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.
ScholarGateSeti i të dhënave
  1. v1
  2. 2 Burimet
  3. PUBLISHED
  1. v1
  2. 2 Burimet
  3. PUBLISHED

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ScholarGateKrahasoni metodat: Debit Valuation Adjustment · Risk-Neutral Valuation. Marrë më 2026-06-19 nga https://scholargate.app/sq/compare