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Domestic CAPM

A capital asset pricing model (CAPM) that is premised on that investors hold only the assets of a specific country (usually where...

Local CAPM

A capital asset pricing model (CAPM) that is premised on that investors hold only the assets of a specific country (usually where...

Option Alpha

This second-order greek expresses the quality of gamma in terms of the time decay (rent). Therefore, it indicates the quality of the earnings from...

Option Beta

In essence, beta is a measure of how a stock’s volatility changes in relation to the overall market. An option's beta is the covariance of the option's return...