HREF="s10node1.html">10.1 Glossary of keywords
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Next: 10.3 Final interactive evaluation
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.
-
- pre-determined 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 Monte-Carlo simulations.
-
- expected value from a random variable
.
-
- value at time
of a portfolio.
-
- volatility, standard deviation of expected returns.
-
- random number
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