expected value model
81Random effects model — In statistics, a random effect(s) model, also called a variance components model is a kind of hierarchical linear model. It assumes that the data describe a hierarchy of different populations whose differences are constrained by the hierarchy. In …
82Mark to model — refers to the practice of pricing a position or portfolio at prices determined by financial models, in contrast to allowing the market to determine the price. Often the use of models is necessary where a market for the financial product is not… …
83Markov model — In probability theory, a Markov model is a stochastic model that assumes the Markov property. Generally, this assumption enables reasoning and computation with the model that would otherwise be intractable. Contents 1 Introduction 2 Markov chain… …
84Lumped capacitance model — A lumped capacitance model, also called lumped system analysis,[1] reduces a thermal system to a number of discrete “lumps” and assumes that the temperature difference inside each lump is negligible. This approximation is useful to simplify… …
85Black model — The Black model (sometimes known as the Black 76 model) is a variant of the Black Scholes option pricing model. Its primary applications are for pricing bond options, interest rate caps / floors, and swaptions. It was first presented in a paper… …
86Rendleman-Bartter model — The Rendleman Bartter model in finance is a short rate model describing the evolution of interest rates. It is a type of one factor model as describes interest rate movements as driven by only one source of market risk. It can be used in the… …
87Capital asset pricing model — Modèle d évaluation des actifs financiers Pour les articles homonymes, voir CAPM. Le Modèle d évaluation des actifs financiers (MEDAF), traduction approximative[1] de l anglais Capital Asset Pricing Model (CAPM) fournit une estimation de valeur… …
88Vasicek Interest Rate Model — A method of modeling interest rate movement that describes the movement of an interest rate as a factor of market risk, time and equilibrium value that the rate tends to revert towards. This stochastic model is often used in the valuation of… …
89Standard Boolean model — The Boolean model of information retrieval (BIR) is a classical information retrieval (IR) model and, at the same time, the first and most adopted one. It is used by virtually all commercial IR systems today. The BIR is based on Boolean Logic and …
90Discounted dividend model (DDM) — A formula to estimate the intrinsic value of a firm by figuring the present value of all expected future dividends. The New York Times Financial Glossary …
