Synchronous data

Definition:

Information available at the same time. To test option-pricing models, the price of the option and of the underlying should be synchronous and reflect the same moment in the market.

Investing Essentials


Copyright © 2011 Campbell R. Harvey, Professor of Finance, Fuqua School of Business at Duke University

Term of the Day

Effective margin (EM)

Used with SAT performance measures, the amount equal to the net earned spread, or margin of income, on assets in excess of financing costs for a given interest rate and prepayment rate scenario.

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