求助一个期货Q的理解

大家帮小弟看看，这个E F（t+h，T）中间的Q究竟是怎么个意思呢？

Q refers to the risk neutral measure

因为接下来对其变形式（3）做了一个变换，有些不明白哦。

紧接着的一个说明，就这些了

phill 发表于 2011-3-19 22:19
Q refers to the risk neutral measure

Agreed with Phil. That means you need to use the probabilities in risk neutral world (instead of real probabilities) for calculating expectation.