Keywords

#martingale_pricing

Martingale pricing

Martingale pricing is a pricing approach based on the notions of martingale and risk neutrality. The martingale pricing approach is a cornerstone of modern quantitative finance and can be applied to a variety of derivatives contracts, e.g. options, futures, interest rate derivatives, credit derivatives, etc.

Tue 21st

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Martingale pricing Risk-neutral measure Fundamental theorem of asset pricing Asset pricing Bond valuation Outline of finance Financial economics Doob's martingale convergence theorems Mathematical finance Local volatility
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