Risk neutral valuation definition

Risk neutral valuation means the derivatives price in an arbitrage-based model is the same as what it would be in the expectations model in a world of risk neutral investors.
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Related to Risk neutral valuation

  • Initial Valuation means, when used with reference to specified Collateral, the Valuation initially performed for the Collateral as of the date on which the Collateral was added to the Collateral Pool. The Initial Valuation for each of the Initial Mortgaged Properties is as set forth in Exhibit A to the Agreement.

  • Company Valuation means $435,000,000.

  • Approved Valuation Firm means each of Duff & ▇▇▇▇▇▇ Corp., FTI Consulting, Inc., ▇▇▇▇▇▇▇▇ ▇▇▇▇▇, Lincoln International LLC, ▇▇▇▇▇▇ ▇▇▇▇▇▇, Valuation Research Corp., and any other nationally recognized accounting firm or valuation firm approved by the Administrative Agent and the Borrower, each in its reasonable discretion.

  • Final Valuation Date means the Final Valuation Date as specified in § 1 of the Product and Underlying Data. If the Final Valuation Date is not a Calculation Date the immediately following Banking Day which is a Calculation Date shall be the Final Valuation Date.

  • SPS FR Barrier Valuation Date means the Settlement Price Date.