Proprietary trading and Rf: Difference between pages
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'Rf' is an abbreviation for the theoretically risk free rate of investment returns which can be earned on hypothetical investments, considered to be risk-free for modelling purposes. | |||
For example, in the Capital asset pricing model. | |||
====Interest rate benchmarks==== | |||
The term 'risk-free rates' is also used in the context of interest rate benchmarks. | |||
This type of 'risk-free rate' is more often abbreviated 'RFR'. | |||
== See also == | == See also == | ||
* [[ | * [[Benchmark]] | ||
* [[ | * [[Capital asset pricing model]] | ||
* [[ | * [[LIBOR]] | ||
* [[ | * [[Risk-free rates]] | ||
* [[ | * [[Risk free rate of return]] |
Revision as of 10:29, 4 February 2018
'Rf' is an abbreviation for the theoretically risk free rate of investment returns which can be earned on hypothetical investments, considered to be risk-free for modelling purposes.
For example, in the Capital asset pricing model.
Interest rate benchmarks
The term 'risk-free rates' is also used in the context of interest rate benchmarks.
This type of 'risk-free rate' is more often abbreviated 'RFR'.