About: 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.

Property	Value
dbpprop: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.
dbpprop:hasPhotoCollection	http://www4.wiwiss.fu-berlin.de/flickrwrappr/photos/Forward_measure
dbpprop:reference	http://www.opentradingsystem.com/quantNotes/T_forward_measure_.html
rdf:type	http://dbpedia.org/class/yago/FinanceTheories
rdfs: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.
rdfs:label	Forward measure
owl:sameAs	freebase:Forward measure http://umbel.org/umbel/ne/wikipedia/Forward_measure
skos:subject	dbpedia:Category:Mathematical_finance dbpedia:Category:Finance_theories dbpedia:Category:Martingale_theory
foaf:page	http://en.wikipedia.org/wiki/Forward_measure
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