Tłumaczenia dla hasła „risk-neutral“ w angielsko » niemiecki słowniku

risk-neutral PRZYM. INW.-FIN.

Słownictwo specjalistyczne

risk-neutral

risikoneutral

Przykłady jednojęzyczne (niezredagowane i niesprawdzone przez PONS)

angielski

This technique is also known as the certainty-equivalent or martingale approach, and uses a risk-neutral measure.

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Another name for the risk-neutral measure is the equivalent martingale measure.

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If in a financial market there is just one risk-neutral measure, then there is a unique arbitrage-free price for each asset in the market.

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The utility function whose expected value is maximized is convex for a risk-seeker, concave for a risk-averse agent, and linear for a risk-neutral agent.

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The percent moneyness is the implied probability that the derivative will expire in the money, in the risk-neutral measure.

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These insights include no-arbitrage bounds and risk-neutral pricing.

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The absence of arbitrage is crucial for the existence of a risk-neutral measure.

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This measure looks at risk-neutral default probabilities from credit default swap spreads.

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If an investment is 50% likely to go bankrupt, a risk-neutral lender will require their returns to double.

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He was an initiator of the fundamental financial concept of risk-neutral pricing.

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