volatility number
121Damiano Brigo — (Venice Italy 1966) is an applied mathematician, and current Gilbart Chair of Financial Mathematics at King s College, London, known for a number of results in systems theory, probability and mathematical finance. Contents 1 Main results 2… …
122Lattice-Based Model — An option pricing model that involves the construction of a binomial tree to show the different paths that the underlying asset may take over the option s life. A lattice model can take into account expected changes in various parameters such as… …
123Electricity market — An electricity market is a system for effecting the purchase and sale of electricity using supply and demand to set the price. Wholesale transactions in electricity are typically cleared and settled by the grid operator or a special purpose… …
124COCOMO — Not to be confused with Docomo or Kokomo. The Constructive Cost Model (COCOMO) is an algorithmic software cost estimation model developed by Barry W. Boehm. The model uses a basic regression formula with parameters that are derived from… …
125Statistical arbitrage — In the world of finance and investments statistical arbitrage is used in two related but distinct ways:* In academic literature, statistical arbitrage is opposed to (deterministic) arbitrage. In deterministic arbitrage a sure profit can be… …
126PEG ratio — The PEG ratio (Price/Earnings To Growth ratio) is a valuation metric for determining the relative trade off between the price of a stock, the earnings generated per share (EPS), and the company s expected growth. In general, the P/E ratio is… …
127Business valuation — is a process and a set of procedures used to estimate the economic value of an owner’s interest in a business. Valuation is used by financial market participants to determine the price they are willing to pay or receive to consummate a sale of a… …
128Cement kiln — Cement kilns are used for the pyroprocessing stage of manufacture of Portland and other types of hydraulic cement, in which calcium carbonate reacts with silica bearing minerals to form a mixture of calcium silicates. Over a billion tonnes of… …
