expected value model
11Generalized linear model — In statistics, the generalized linear model (GLM) is a flexible generalization of ordinary least squares regression. It relates the random distribution of the measured variable of the experiment (the distribution function ) to the systematic (non …
12Linear model — In statistics the linear model is given by:Y = X eta + varepsilonwhere Y is an n times;1 column vector of random variables, X is an n times; p matrix of known (i.e. observable and non random) quantities, whose rows correspond to statistical… …
13Intrinsic value (finance) — In finance, intrinsic value refers to the value of a security which is intrinsic to or contained in the security itself. It is also frequently called fundamental value. It is ordinarily calculated by summing the future income generated by the… …
14SABR Volatility Model — In mathematical finance, the SABR model is a stochastic volatility model, which attempts to capture the volatility smile in derivatives markets. The name stands for Stochastic Alpha, Beta, Rho , referring to the parameters of the model.The SABR… …
15Black-Scholes model — A financial option pricing model to calculate the expected value of share based payments using variables such as dividend yield, exercise period, exercise price, market price, risk free rate of return and share price volatility. The model assumes …
16Parametric model — A parametric model is a set of related mathematical equations in which alternative scenarios are defined by changing the assumed values of a set of fixed coefficients (parameters). In statistics, a parametric model is a parametrized family of… …
17Beta-binomial model — In empirical Bayes methods, the Beta binomial model is an analytic model where the likelihood function L(x| heta) is specifed by a binomial distribution:L(x| heta) = operatorname{Bin}(x, heta),::: = {nchoose x} heta^x(1 heta)^{n x},and the… …
18Vacuum expectation value — Quantum field theory (Feynman diagram) …
19binomial model — Also known as the binomial option pricing model or the lattice model. A financial option pricing model to estimate the expected value of share based payments using the variables of dividend yield, exercise period, exercise price, market price,… …
20Newsvendor model — The newsvendor (or newsboy or single period[1]) model is a mathematical model in operations management and applied economics used to determine optimal inventory levels. It is (typically) characterized by fixed prices and uncertain demand for a… …
