Theoretical value


 

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Theoretical value

Applies to derivative products. Mathematically determined value of a derivative instrument as dictated by a pricing model such as the Black-Scholes model.



Theoretical value

Similar Matches

Theoretical futures price

Theoretical futures price

The equilibrium futures price. Also called the futures price.


Theoretical spot rate curve

Theoretical spot rate curve

A curve derived from theoretical considerations as applied to the yields of actually yields Treasury debt securities, because there are no yields Treasury yields yields with a yields greater than one year. Like the yields curve, this is a graphic depiction of the yields.




 
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