${a}_{\overline{n\hspace{.2em}|}}$j |
discount factor for n payments and rate j |

B(t) or Bt |
value of a risk-free security (e.g. a bond or a bank account) at time t |

b(x; n, p) |
probability mass function for the binomial law Bin(n, p) |

ℬ(x; n, p) |
(cumulative) probability distribution function for the binomial law Bin(n, p) |

Bin(n, p) |
binomial probability distribution with number of trials n and success probability p |

CA |
American call |

CE |
European call |

CDF |
cumulative (probability) distribution function |

Corr(X, Y) |
correlation coefficient of X and Y |

Cov(X, Y) |
covariance of X and Y |

CRR |
Cox–Ross–Rubinstein |

D |
downward move in a binomial tree |

div |
dividend |

D(t, T) |
discount factor from time t to time T |

D(t) ≡ D(0, t |

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