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Risk-Free Interest Rate

The interest rate that would exist on a riskless asset/ investment/ security, given that expected inflation is zero. Such a...

RFR

It stands for risk-free rate; the interest rate that would exist on a riskless asset/ investment/ security, given that expected...

Risk-Free Rate

The interest rate that would exist on a riskless asset/ investment/ security, given that expected inflation is zero. Such a...

Rho

The rate of change in price of a derivative with respect to a change in the risk-free rate. This “Greek”...

Real RFR

It stands for real risk-free rate; the single-period interest rate that would be produced by a completely risk-free security if...

Real Risk-Free Rate

The single-period interest rate that would be produced by a completely risk-free security if inflation were assumed be zero. It...

Historical MRP

The market risk premium (MRP) that is computed using historical data available for a past period. It is the observed...

Historical Market Risk Premium

The market risk premium (MRP) that is computed using historical data available for a past period. It is the observed...