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Annualized volatility

In finance, volatility is a measure for variation of price of a financial instrument over time. return is a profit on an investment. It comprises any ... more

Sortino ratio

The Sortino ratio measures the risk-adjusted return of an investment asset, portfolio, or strategy. It is a modification of the Sharpe ratio but penalizes ... more

Beta (financial elasticity)

In finance, the beta (β) of an investment is a measure of the risk arising from exposure to general market movements as opposed to idiosyncratic factors. ... more

Capital market line (CML)

Capital market line (CML) is the tangent line drawn from the point of the risk-free asset to the feasible region for risky ... more

Annualisation of logarithmic retururn

In finance, return is a profit on an investment. It comprises any change in value, and interest or dividends or other such cash flows which the investor ... more

Boiling point elevation (ebullioscopy)

Colligative properties are properties of solutions that depend upon the ratio of the number of solute particles to the number of solvent molecules in a ... more

Ebullioscopic constant

An ebullioscope (from the Latin ēbullīre is an instrument for measuring the boiling point of a liquid. This can be used for determining the alcoholic ... more

Black-Scholes formula - value of a call option for a non-dividend-paying underlying stock

The Black–Scholes /ˌblæk ˈʃoʊlz/ or Black–Scholes–Merton model is a mathematical model of a financial market containing derivative investment instruments. ... more

Relation between the standard deviation of logarithmized sample and the non-logarithmized sample values

Log-normal (or lognormal) distribution is a continuous probability distribution of a random variable whose logarithm is normally distributed. The standard ... more

Probability density function of a log-normal distribution

In probability theory, a probability distribution assigns a probability to each measurable subset of the possible outcomes of a random experiment, survey, ... more

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