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48 Results for Tag: quantitative

Heath-Jarrow-Morton Model (HJM Model)

Heath-Jarrow-Morton Model (HJM Model) What is 'Heath-Jarrow-Morton Model - HJM Model' A model that applies forward rates to an existing term structure of interest rates to determine appropr

Implementation Shortfall

DefinitionIn financial markets, implementation shortfall is the difference between the decision price and the final execution price for a trade. This is also known as the "slippage". Agency

On Track

On Track What is 'On Track' 1. A type of commodities delivery for futures contracts that is deferred and priced according to the seller's location FOB. 2. A physical commodity that is

Management Risk

Management Risk What is 'Management Risk' The risks associated with ineffective, destructive or underperforming management, which hurts shareholders and the company or fund being managed.

Academy Of Financial Divorce Practitioners

Academy Of Financial Divorce Practitioners What is 'Academy Of Financial Divorce Practitioners' An organization dedicated to the development of financial expertise with respect to divorce.

Random Factor Analysis

Random Factor Analysis What is 'Random Factor Analysis' A statistical analysis performed to determine the origin of random data figures collected. Random factor analysis is used to deciphe

Risk Management

Risk Management Risk management includes all the processes that are used for identifying, analyzing, and either accepting or mitigating the risks that make decision making in investments unc

Range Accrual

DefinitionIn finance, a range accrual is a type of derivative product very popular among structured-note investors. It is estimated that more than US$160 billion of Range Accrual indexed on

Sanford J. Grossman

DefinitionSanford "Sandy" Jay Grossman is an American economist and hedge fund manager specializing in quantitative finance. Grossman's research has spanned the analysis of information in se

Backtesting

DefinitionBacktesting is a term used in modeling to refer to testing a predictive model on historical data. Backtesting is a type of retrodiction, and a special type of cross-validation appl
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