Tag: pricing
Short
Source: WikipediaLast Sourced: 2021-02-01This Article has been Edited for Accessibility Further Reading Cointegration: how short is the long run? - www.sciencedirect.com The economics...
Portfolio
The grouping together of financial assets like cash equivalents, bonds, stocks and their counterparts whether they are closed fund or exchange related is known...
Kurtosis
DefinitionIn probability theory and statistics, kurtosis is a measure of the "tailedness" of the probability distribution of a real-valued random variable. In a similar...
Jarrow Turnbull Model
DefinitionThe Jarrow–Turnbull credit risk model was published by Robert A. Jarrow of Kamakura Corporation and Cornell University and Stuart Turnbull, currently at the University...
Offering Price
DefinitionAsk price, also called offer price, offer, asking price, or simply ask, is the price a seller states they will accept. Offering Price ...
Variable Cost Ratio
What is the 'Variable Cost Ratio' The variable cost ratio is an expression of a company's variable production costs as a percentage...
Lattice-Based Model
What is 'Lattice-Based Model' An option pricing model that involves the construction of a binomial tree to show the different paths that...
Ladder Option
What is 'Ladder Option' An option that locks-in gains once the underlying reaches predetermined price levels or "rungs," guaranteeing some profit even...
Law Of One Price
DefinitionThe law of one price constitutes the basis of the theory of purchasing power parity, an assumption that in some circumstances it would cost...
VIX
VIX is a ticker symbol of the Chicago Board Exchange Volatility Index (CBOE). The index represents the expectation of the market volatility in next...