Qu'est-ce que « Equivalent martingale measure, risk-neutral measure » ?

An equivalent martingale measure for a numeraire $\mathcal N$ is a probability $\mathbb Q^{\mathcal N}$ equivalent to $\P$ under which $V_t/\mathcal N_t$ is a martingale for the price $V$ of every traded asset. The risk-neutral measure $\mathbb Q$ is the equivalent martingale measure for the money-market account.