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- Forward_measure abstract "In finance, a T-forward measure is a pricing measure absolutely continuous with respect to a risk-neutral measure but rather than using the money market as numeraire, it uses a bond with maturity T. The use of the forward measure was pioneered by Farshid Jamshidian (1987), and later used as a means of calculating the price of options on bonds.".
- Forward_measure wikiPageID "9795255".
- Forward_measure wikiPageRevisionID "526517326".
- Forward_measure hasPhotoCollection Forward_measure.
- Forward_measure subject Category:Finance_theories.
- Forward_measure subject Category:Martingale_theory.
- Forward_measure subject Category:Mathematical_finance.
- Forward_measure type Abstraction100002137.
- Forward_measure type Cognition100023271.
- Forward_measure type Explanation105793000.
- Forward_measure type FinanceTheories.
- Forward_measure type HigherCognitiveProcess105770664.
- Forward_measure type Process105701363.
- Forward_measure type PsychologicalFeature100023100.
- Forward_measure type Theory105989479.
- Forward_measure type Thinking105770926.
- Forward_measure comment "In finance, a T-forward measure is a pricing measure absolutely continuous with respect to a risk-neutral measure but rather than using the money market as numeraire, it uses a bond with maturity T. The use of the forward measure was pioneered by Farshid Jamshidian (1987), and later used as a means of calculating the price of options on bonds.".
- Forward_measure label "Forward measure".
- Forward_measure sameAs m.02psf7k.
- Forward_measure sameAs Q5473281.
- Forward_measure sameAs Q5473281.
- Forward_measure sameAs Forward_measure.
- Forward_measure wasDerivedFrom Forward_measure?oldid=526517326.
- Forward_measure isPrimaryTopicOf Forward_measure.