Main Notations

B bond price
c coupon rate of a bond
C convexity, or call price, in function of the context
cov(.) covariance of (.)
d dividend paid by a stock
D duration
Dt discount factor relative to time t
E(.) expected value of (.)
F forward price, or future price (depends on the context)
FV future value
-ibor generic for LIBOR, EURIBOR, or any other inter-bank market rate
K strike price of an option
κ kurtosis
M month or million, depending on context
MD modified duration
MtM “Marked to Market” (= valued to the observed current market price)
μ drift of a stochastic process
N total number of a series (integer number), or nominal (notional) amount (depends on the context)
inline(.) Gaussian (normal) density distribution function
N(.) Gaussian (normal) cumulative distribution function
P put price
P{.} probability of {.}
PV present value
inline(.) Poisson density distribution function
r generic symbol for a rate of return
rf risk-free return
ρ(.) correlation of (.)
skew skewness
S spot price of an asset (equity, currency, etc.), as specified by the context
STD(.) standard deviation of (.)
σ volatility of a stochastic process
t current time, or time in general (depends on the context)
t0 initial time
T maturity time
τ tenor, ...

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