Econometrics: related pages

The theory of finance including securities valuation and capital structure.

A sustainable underlying trend, as opposed to a seasonal variation.

A mathematical measure of how much one number (such as a share price) is influenced by changes in another (such as an index).

Beta is a measure of the correlation between the value of a security and the market. Beta is used to calculate discount rates for CAPM.

The application of sophisticated maths to finance.