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Sharpe ratio

In finance, the Sharpe ratio (also known as the Sharpe index, the Sharpe measure, and the reward-to-variability ratio) is a way to examine the performance ... more

Tier 1 capital

Tier 1 capital is the core measure of a bank’s financial strength from a regulator’s point of view. It is composed of core capital, which ... more

Implied repo rate

A repurchase agreement, also known as a repo, RP, or sale and repurchase agreement, is the sale of securities together with an agreement for the seller to ... more

Capital Adequacy Ratio

Capital Adequacy Ratio (CAR), also known as Capital to Risk (Weighted) Assets Ratio (CRAR), is the ... 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

Hamada's equation

In corporate finance, Hamada’s equation, is used to separate the financial risk of a levered firm from its business risk. Hamada’s equation relates the ... 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

Discounting

Discounting is a financial mechanism in which a debtor obtains the right to delay payments to a creditor, for a defined period of time, in exchange for a ... more

Generalized volatility for time T

In finance, volatility is a measure for variation of price of a financial instrument over time. An implied volatility is derived from the market price of a ... more

Active return

In finance, active return refers to that segment of the returns in an investment portfolio that is due to active management decisions made by the portfolio ... more

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