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  2. Stochastic discount factor - Wikipedia

    en.wikipedia.org/wiki/Stochastic_discount_factor

    The concept of the stochastic discount factor (SDF) is used in financial economics and mathematical finance.The name derives from the price of an asset being computable by "discounting" the future cash flow ~ by the stochastic factor ~, and then taking the expectation. [1]

  3. Weighted-average loan age - Wikipedia

    en.wikipedia.org/wiki/Weighted-average_loan_age

    The weighted-average loan age (WALA) is measure used in pools of mortgage-backed securities that defines the average number of months since the date of note origination of all the loans in a pool weighted by remaining principal balance. [1] In the calculation each loan's size is in proportion to its aggregate total of the pool. [2]

  4. Risk measure - Wikipedia

    en.wikipedia.org/wiki/Risk_measure

    Relation with deviation risk measure [ edit ] There is a one-to-one relationship between a deviation risk measure D and an expectation-bounded risk measure ρ {\displaystyle \rho } where for any X ∈ L 2 {\displaystyle X\in {\mathcal {L}}^{2}}

  5. Standard deviation - Wikipedia

    en.wikipedia.org/wiki/Standard_deviation

    If a data distribution is approximately normal then about 68 percent of the data values are within one standard deviation of the mean (mathematically, μ ± σ, where μ is the arithmetic mean), about 95 percent are within two standard deviations (μ ± 2σ), and about 99.7 percent lie within three standard deviations (μ ± 3σ).

  6. Volatility (finance) - Wikipedia

    en.wikipedia.org/wiki/Volatility_(finance)

    The average magnitude of the observations is merely an approximation of the standard deviation of the market index. Assuming that the market index daily changes are normally distributed with mean zero and standard deviation σ, the expected value of the magnitude of the observations is √(2/ π)σ = 0.798σ. The net effect is that this crude ...

  7. Forward volatility - Wikipedia

    en.wikipedia.org/wiki/Forward_volatility

    The standard deviation is the square root of the variance. The standard deviation of the continuously compounded returns of a financial instrument is called volatility . The (yearly) volatility in a given asset price or rate over a term that starts from t 0 = 0 {\displaystyle t_{0}=0} corresponds to the spot volatility for that underlying, for ...

  8. Trader Joe’s crackers recalled because they might ... - AOL

    www.aol.com/finance/trader-joe-crackers-recalled...

    Trader Joe’s is recalling a type of cracker because the crackers might contain metal, marking the second significant recall the budget grocer has made in recent weeks because of foreign objects ...

  9. Statistical dispersion - Wikipedia

    en.wikipedia.org/wiki/Statistical_dispersion

    Common examples of measures of statistical dispersion are the variance, standard deviation, and interquartile range. For instance, when the variance of data in a set is large, the data is widely scattered. On the other hand, when the variance is small, the data in the set is clustered.