A tag is a keyword or label that categorizes your question with other, similar questions. Using the right tags makes it easier for others to find and answer your question.
Used for questions related to statistical measure "variance", i.e. a second central moment of a random variable. The variance is a risk measure.
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.
Used for question on application of mathematics in finance - from interest calculation to mathematical description of random processes.
An option that can be exercised only at expiration.
The process of determining the price - the value - of an asset.
Statistical finance, which is also called 'econophysics' is the application of statistical tools to the study of financial markets data.
The use of mathematical methods, especially statistical, in order to analyze economic phenomena, understand the economic relations between them, and develop economic theories. A subset of economics.
LIBOR was the London Inter-Bank Offered Rate. It has been replaced by The SOFR (Secured Overnight Financing Rate).
A spread is a difference between two prices or yields. Bid-ask spreads reflect that the most competitive buyers and sellers want to trade an asset at different prices. Yield spreads reflect a differen…
For questions citing or requesting references to academic and/or professional research.
Credit Default Swap or CDS - a type of swap which purpose is transferring the credit exposure of fixed income products between parties. It works like an insurance policy, where protection buyer who m…
The prioritized list of resting orders held by the exchange. Each limit order represents an obligation to buy or sell. The most common type of order book is prioritized first by price and them by time…
The calculated approximation of a result which is usable even if input data may be incomplete or uncertain.
A measure of the degree of linear association between a pair of random variables.