Alpha measures a manager's skill in adding value to a portfolio beyond market gains. Beta assesses how a stock or fund's volatility compares to the market average. High alpha and low beta indicate ...

This article, though, focuses on a stock’s beta. Probably the best way to calculate beta is via a spreadsheet because of the vast amount of necessary data. Collecting historical price data for a ...

The stochastic alpha beta rho model is a stochastic volatility model for forward prices commonly used in the modelling of interest rate derivatives. The alpha, beta and rho in the name are parameters ...