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For example, consider where a single risk factor is of interest, then the logistic regression model is: (Model. 1 ) with unknown parameters (intercept) and (slope representing the association between factor and binary outcome ). The logit outcome probability for subject, is then a linear function of the factor.

The resulting estimates from study are denoted as (intercept) and (log odds ratio). Consequently, the first step yields the intercept and the factor-outcome association estimates, and their associated within-study covariance matrix (containing the variance of the intercept and each association, as well as their respective covariances ) for each individual study.

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But because they are leveraged contracts with a broker, the amount an investor could lose if the value of the asset falls is much larger. A call option allows the holder to buy the underlying asset on or before the date. A put option allows the holder to sell the asset for that price on or before the due date.

Options are valued according to the difference between the strike price and the current market price of the underlying asset. Complex financial instruments can be built using combinations of buying and selling call and put options with different strike prices and expiration dates.