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risk-neutral investor

См. также в других словарях:

  • Risk Neutral — Indifference to risk. The risk neutral investor would be in the middle of the continuum represented by risk seeking investors at one end, and risk averse investors at the other extreme. Risk neutral measures find extensive application in the… …   Investment dictionary

  • Risk-neutral measure — In mathematical finance, a risk neutral measure, is a prototypical case of an equivalent martingale measure. It is heavily used in the pricing of financial derivatives due to the fundamental theorem of asset pricing, which implies that in a… …   Wikipedia

  • Risk — takers redirects here. For the Canadian television program, see Risk Takers. For other uses, see Risk (disambiguation). Risk is the potential that a chosen action or activity (including the choice of inaction) will lead to a loss (an undesirable… …   Wikipedia

  • Risk aversion — is a concept in psychology, economics, and finance, based on the behavior of humans (especially consumers and investors) while exposed to uncertainty. Risk aversion is the reluctance of a person to accept a bargain with an uncertain payoff rather …   Wikipedia

  • risk preference — The attitude of an investor or decision maker to risks. See risk averse; risk neutral; risk seeking …   Big dictionary of business and management

  • Risk arbitrage — Risk arbitrage, or merger arbitrage, is an investment or trading strategy often associated with hedge funds. Two principal types of merger are possible: a cash merger, and a stock merger. In a cash merger, an acquirer proposes to purchase the… …   Wikipedia

  • Market neutral — An investment strategy or portfolio is considered market neutral if it seeks to entirely avoid some form of market risk, typically by hedging. In order to evaluate market neutrality, it is first necessary to specify the risk being avoided. For… …   Wikipedia

  • Credit risk — Categories of financial risk Credit risk Concentration risk Market risk Interest rate risk Currency risk Equity risk Commodity risk Liquidity risk Refinancing risk …   Wikipedia

  • Нейтральный к риску инвестор — (RISK NEUTRAL INVESTOR) инвестор, выбирающий инвестиции в зависимости от уровня риска при условии, что ожидаемые доходности по инвестициям одинаковы …   Финансовый глоссарий

  • Rational pricing — is the assumption in financial economics that asset prices (and hence asset pricing models) will reflect the arbitrage free price of the asset as any deviation from this price will be arbitraged away . This assumption is useful in pricing fixed… …   Wikipedia

  • Credit default swap — If the reference bond performs without default, the protection buyer pays quarterly payments to the seller until maturity …   Wikipedia

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