Beta measures the volatility of a security or a portfolio relative to a market benchmark. Beta, represented by the Greek lowercase letter β, is also used in the formula for the weighted average ...

An adjustment to the risk premium on the average share, developed by Barr Rosenburg and others, which amalgamates a number of operating and other financial characteristics of the specific company ...

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The stochastic alpha beta rho model is a stochastic volatility model for forward prices commonly used in the modelling of interest rate derivatives. The alpha, beta and rho in the name are parameters ...