Introduced by Jack Treynor (1961, 1962), William Sharpe (1964), John Lintner (1965) and Jan Mossin (1966) independently, and capitalized on...

A capital asset pricing model (CAPM) that is based on international diversification of risk across different countries. It incorporates factors...

A capital asset pricing model (CAPM) that is based on international diversification of risk across different countries. It incorporates factors...

A capital asset pricing model (CAPM) that is based on international diversification of risk across different countries. It incorporates factors...

The cash throw-off from a non-equity investment that, nonetheless, is used in an equity option model. An investor who buys...

It stands for Monte Carlo value at risk (Monte Carlo VaR); A measure of risk (value at risk or VaR)...

A measure of risk (value at risk or VaR) that assumes market-related factors follow certain stochastic processes (as defined under...

A measure of risk (value at risk or VaR) that assumes market-related factors follow certain stochastic processes (as defined under...

A financial model used to value interest rate options based on a single factor (a single stochastic input), which is...

An option pricing model which was developed by John Cox, Stephen Ross, and Mark Rubinstein. It was designed to address...