Tag: quantitative

What is 'Call Risk' The risk, faced by a holder of a callable bond, that a bond issuer will take advantage of...

What is 'Quantitative Analysis' Quantitative analysis refers to economic, business or financial analysis that aims to understand or predict behavior or events...

What is 'Qualitative Analysis' Qualitative analysis is a securities analysis that uses subjective judgment based on unquantifiable information, such as management expertise,...

What is 'Quantity-Adjusting Option - Quanto Option' A cash-settled, cross-currency derivative in which the underlying asset is denominated in a currency other...

What is 'Quantitative Easing 2 – QE2' The second round of the Federal Reserve's monetary policy used to stimulate the U.S. economy...

What is 'Quantitative Trading' Quantitative trading consists of trading strategies based on quantitative analysis, which rely on mathematical computations and number crunching to identify trading...

What is 'Vasicek Interest Rate Model' A method of modeling interest rate movement that describes the movement of an interest rate as...

DefinitionQuantitative easing, also known as large-scale asset purchases, is an expansionary monetary policy whereby a central bank buys predetermined amounts of government bonds or...

Definition A variance swap is an over-the-counter financial derivative that allows one to speculate on or hedge risks associated with the magnitude of movement, i.e....

What is 'Vega' Vega is the measurement of an option's sensitivity to changes in the volatility of the underlying asset. Vega represents...