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Typical American adult BRI values range from 7 or more (considerable midsection roundness) to 3 or less (considerable midsection leanness), with a medium index of about 5. [3] As a relatively newer predictive metric, BRI has a smaller research record compared to established indices like the BMI or waist-to-hip ratio , indicating its accuracy ...
Heston model. In finance, the Heston model, named after Steven L. Heston, is a mathematical model that describes the evolution of the volatility of an underlying asset. [1] It is a stochastic volatility model: such a model assumes that the volatility of the asset is not constant, nor even deterministic, but follows a random process.
The Framingham Risk Score is a sex-specific algorithm used to estimate the 10-year cardiovascular risk of an individual. The Framingham Risk Score was first developed based on data obtained from the Framingham Heart Study, to estimate the 10-year risk of developing coronary heart disease. [1] In order to assess the 10-year cardiovascular ...
Modern portfolio theory (MPT), or mean-variance analysis, is a mathematical framework for assembling a portfolio of assets such that the expected return is maximized for a given level of risk. It is a formalization and extension of diversification in investing, the idea that owning different kinds of financial assets is less risky than owning ...
Risk-neutral measure. In mathematical finance, a risk-neutral measure (also called an equilibrium measure, or equivalent martingale measure) is a probability measure such that each share price is exactly equal to the discounted expectation of the share price under this measure. This is heavily used in the pricing of financial derivatives due to ...
Volatility (finance) In finance, volatility (usually denoted by "σ") is the degree of variation of a trading price series over time, usually measured by the standard deviation of logarithmic returns. Historic volatility measures a time series of past market prices. Implied volatility looks forward in time, being derived from the market price ...
Coherent risk measure. In the fields of actuarial science and financial economics there are a number of ways that risk can be defined; to clarify the concept theoreticians have described a number of properties that a risk measure might or might not have. A coherent risk measure is a function that satisfies properties of monotonicity, sub ...
Expected shortfall is considered a more useful risk measure than VaR because it is a coherent spectral measure of financial portfolio risk. It is calculated for a given quantile -level q {\displaystyle q} and is defined to be the mean loss of portfolio value given that a loss is occurring at or below the q {\displaystyle q} -quantile.