A multi-factor valuation model which is designed to price interest rate options (broadly interest rate derivatives) and specific credit derivatives...
A bond which gives the holder the right to sell it back to the issuer at specified times for a...
An option pricing model that is designed to measure the change in the price of an option as a result...
An option pricing model that is used to value European futures options. This model was first developed by Fischer Black...
An option pricing model which assumes that the evolution of the underlying asset return follows the generalized autoregressive conditional heteroskedastic...
The underlying volatility that is anticipated over the life of a derivative contract such as an option, a futures contract, etc. It is the amount by...
The underlying volatility that is anticipated over the life of a derivative contract such as an option, a futures contract, etc. It is the amount by...
