HomeDefinitionsCompareDebt Value at risk model (VaR)The financial definition for Value at risk model (VaR):Procedure for estimating the probability of portfolio losses exceeding some specified proportion based on a statistical analysis of historical market price trends, correlations, and volatilities. Similar MatchesArbitrage free option pricing modelsArbitrage free option pricing modelsYield curve option-pricing models. Asset pricing modelAsset pricing modelA model for determining the required or expected rate of return on an asset. Related: Capital asset pricing model and arbitrage pricing theory. Binomial option pricing modelBinomial option pricing modelAn option pricing model in which the option can assume one of only two possible, discrete values in the next time period for each value that it can take on in the preceding time period. Further SuggestionsCapital asset pricing model (CAPM)Constant growth model Deterministic models Discounted dividend model (DDM) Dividend Discount Model (DDM) Garman Kohlhagen option pricing model Index model Click to compare definitions of Value at risk model (VaR) Click to view definitions beginning va |