A capital asset pricing model (CAPM) which views risk as coming from several sources. More specifically, in this model, systematic...
A capital asset pricing model (CAPM) which views risk as coming from several sources. More specifically, in this model, systematic...
A stochastic process which describes the movements in the price of a derivative's underlying through time. In this process, the...
A valuation model which is used to price interest rate options using mean reversion to generate a future interest rate....
An interest rate option model (originally appeared in 1986) which uses short rates in pricing interest rate derivatives such as...
A mathematical model which is designed and used to figure out the optimal (theoretical) value of an option based on...
A multi-factor valuation model which is designed to price interest rate options (broadly interest rate derivatives) and specific credit derivatives...
A multi-factor valuation model which is designed to price interest rate options (broadly interest rate derivatives) and specific credit derivatives...
A Gaussian stochastic process (a continuous-time stochastic process) that has independent increments and a vanishing mean, and it features an...
A type of Markov process; a stochastic process, i.e., a group of random variables defined on the same probability space...