Related Words

Arbitrage-Free Option-Pricing Models: Yield curve option-pricing models.

Stochastic Models: A new securities issue that may be difficult to sell because of problems in the market or underlying problems with the corporation.

Stock Recruitment Models: Fishery models that predict the amount of juvenile recruitment as a function of the parent stock

Yield Curve Option-Pricing Models: The graphic depiction of the relationship between the yield on bonds of the same credit quality but different maturities. Related: Term structure of interest rates. Harvey (1991) finds that . . . View Full Definition

Quantum Models Of Speciation: Models of evolution that hold that speciation sometimes occurs rapidly as well as over long periods, as the classical theory proposed.

Modelscope: Is a device employing a short rigid endoscope fitted with a right angle mirror at its tip, used to photograph scale models from a seemingly eye-level viewpoint

Black-Scholes Option-Pricing Model: A model for pricing call options based on arbitrage arguments. Uses the stock price, the exercise price, the risk-free interest rate, the time to expiration, and the expected standard deviat . . . View Full Definition

Deterministic Models: A warrant entitles the holder to buy a given number of shares of stock at a stipulated price. A detachable warrant is one that may be sold separately from the package it may have originally . . . View Full Definition

Extrapolative Statistical Models: A positive net present value.

Yield Curve Strategies: Models that can incorporate different volatility assumptions along the yield curve, such as the Black-Derman-Toy model. Also called arbitrage-free option-pricing models.