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risk-neutral

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

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

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. en.wikipedia.org

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. en.wikipedia.org

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

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

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

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

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

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

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