price function

These risk factors are the building blocks for all pricing functions.

The need to sift and correct the information put out by companies adds cost and uncertainty to the market's pricing function.

It wasn't just that, as many people assume, higher gas prices functioned as a tax increase, taking money out of people's pockets.

In very general terms, let the price function for the (duopoly) industry be and firm i have the cost structure .

It's fine for government to help negotiate volume discounts for purchases, but destructive to snatch the pricing function from the free market.

Allocative efficiency refers to when prices function properly, markets tend to allocate resources to their most valued uses.

The price function is structured so that, in optimizing the product design in accordance with the value model, the contractor will maximize its own profit.

This is the Hedonic Pricing Function.

The first stage involves employing regression techniques to estimate the Hedonic Price Function of the property.

Vanna (finance), in Quantitative Finance, a second order derivative of an option pricing function versus the underlying spot price and volatility.

When you now differentiate the price function with respect to any one of the above characteristics, the implicit price function for that particular characteristic is yielded.

This idea is also known as a CPU cost function, client puzzle, computational puzzle or CPU pricing function.

It is considered implicit because the price function is indirectly revealed to us by what the people are willing to pay in order to obtain better quality or quantities of the characteristic.

Specifically, duration can be formulated as the first derivative of the price function of the bond with respect to the interest rate in question, and the convexity as the second derivative.

Mr. Debreu won the Nobel for his work on a mathematical approach to one of the most basic economic problems: how prices function to balance what producers supply with what buyers want.

Quantity demanded, Q, is a function of price; the inverse demand function treats price as a function of quantity demanded, and is also called the price function.

In very general terms, let the price function for the (duopoly) industry be ; price is simply a function of total (industry) output, so is where the subscript 1 represents the leader and 2 represents the follower.

With the assumptions of the Black-Scholes model, this second order partial differential equation holds for any type of option as long as its price function is twice differentiable with respect to and once with respect to .

The precise convexity adjustment depends on the model of future price movements of the underlying (the probability distribution) and on the model of the price, though it is linear in the convexity (second derivative of the price function).

Alternatively, one can match the first derivatives (with respect to interest rate) of the price functions of the assets and liabilities and make sure that the second derivative of the asset price function is set to be greater than or equal to the second derivative of the liability price function.