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A measure of the degree of linear association between a pair of random variables.
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The calculated approximation of a result which is usable even if input data may be incomplete or uncertain.
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a model that allows to determine the theoretical rate of asset returns required by an investor, given the asset systematic risk or market risk.
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Market makers provide liquidity to the market by quoting bid and ask prices for most of the time. The pricing in absolute terms is not as important as finding relative mispricing. The market microstru…
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Excess return per unit of deviation in return.
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An investment strategy that attempts to balance risk versus reward by adjusting the percentage of each asset in an investment portfolio according to the investors risk tolerance, goals and investment …
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Algorithms that allow computers to evolve behaviors based on empirical data. Approaches include genetic programming, artificial neural networks, decision trees, support vector machines, and cluster a…
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The Chicago Board Options Exchange Market Volatility Index, a popular measure of the implied volatility of S&P 500 index options.
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The process of determining the price - the value - of an asset.
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a dynamically and strongly typed programming language whose design philosophy emphasizes code readability. Two significantly different versions of Python (2 and 3) are in use. Please mention…
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A type of stochastic volatility model developed by associate finance professor Steven Heston in 1993 for analyzing bond and currency options. The Heston model is a closed-form solution for pricing opt…
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Fixed-income instruments whose price depends in large part upon judgments of the creditworthiness of a corporation or government.
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an open-source C++ library for quantitative finance.
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The risk that a borrower will default on any type of debt by failing to make required payments and that the corresponding lender suffers a loss.
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a computer program that will submit orders to the market. It can be user driven or completely automated.
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