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10.2 Notation and symbols
Slide : [
GLOSSARY:
Bloomberg 
Economist 
DATA
]

 value of a fixed amount of cash.

 barrier of an option, resistance / support level in a market.

 value at time
of a bond paying coupons
at times
up to the maturity date
.
 C
 plain vanilla call option.

 fixed dividend per share.
 E
 earnings from an asset in the P/E ratio.
 G
 annual growth rate from an asset, similar to
.

 numbers counting random walkers, days, intervals, etc.

 strike price / rate of an stock / credit option, or swap rate.
 P
 price of an asset in the P/E ratio or plain vanilla put option.

 value at time
of a discount bond with a maturity
.

 continuously compounded interest rate.

 simply compounded interest rate.

 discretely compounded (every
years) interest rate.

 spot rate and its increments for an interest rate.

 time and time interval.

 spot price and its increment for a share.

 Sharpe ratio for a portfolio
.

 unknown and its differential in general.

 predetermined value of a bond coupon payed at time
.

 annual yield measuring an exponential growth
.

 CAPM parameter measuring the performance from arbitrage and costs.

 CAPM parameter measuring the performance from taking risk.

 relative error (
in MonteCarlo simulations.

 expected value from a random variable
.

 value at time
of a portfolio.

 volatility, standard deviation of expected returns.

 random number
SYLLABUS Previous: 10.1 Glossary of keywords
Up: 10 APPENDIX
Next: 10.3 Final interactive evaluation
