Market Price of Risk: All You Need to Know
The Whispering Void What is Market Price of Risk? The market price of risk refers to the desired return over the risk-free rate as compensation for taking on risk. A Short Example Historically…
Calibration in Finance: All You Need to Know
What is Calibration? Calibration is knows as selecting model parameters to ensure that the theoretical values for exchange-traded contracts that your model generates match the market prices at any given…