Forward measure
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.
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Forward measure
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.
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In finance, a T-forward measur ...... the price of options on bonds.
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フォワード測度（フォワードそくど、英: forward me ...... 1987年に始められ、の価格計算の方法として用いられている。
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In finance, a T-forward measur ...... the price of options on bonds.
@en
フォワード測度（フォワードそくど、英: forward me ...... 1987年に始められ、の価格計算の方法として用いられている。
@ja
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Forward measure
@en
フォワード測度
@ja