The risk that arises due to an error in financial risk measurement and valuation models. Errors give rise to cases...

Acronym for adaptive mesh model; a derivative valuation method which was developed by Figlewski and Gao (1999). It is a...

A derivative valuation method which was developed by Figlewski and Gao (1999). It is a very flexible approach that helps...

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

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)...