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gif : the expected rate of return of an asset gif

gif : the expected value of risky cash flows

gif : a normal distribution with mean zero and standard deviation of 1

gif : covariance matrix of all risk sources

gif : the risk neutral probability

gif : the market probability

gif : the standard deviation of an asset gif

gif : the volatility of the gif  year rate at time gif

gif : volatility time gif  

gif : the volatility of margin ratio

gif : volatility of asset

gif : the volatility of the j-year spot rate, gif  years from now, or the volatility surface for gif  and gif  vary over a range of years

gif : the term structure of forward volatilities

gif : the volatility of the n-th year rate of the spot curve for each n = 1, 2, ¡­

gif : annualized volatility of the bond price at time gif

gif : annualized volatility for the k-th caplet

gif : the instantaneous standard deviation (or volatility or risk) of the underlying asset or the risk

gif : portfolio risk

gif : the market risk

gif : the term structure of volatilities of proportional change in bond price

 

 

gif : a standard deviation over gif

gif : a variance-covariance matrix

gif ): correlation matrix

gif : the risk neutral probability

 

gif : increment time gif

gif : the cumulative normal distribution

gif  the error term

gif : an eigenvector

 

gif : the instantaneous returns or the drift of the underlying asset or the drift

gif : a unit of risk, a normal distribution over an (infinitely) short time interval viewed as a unit of risk, which has a zero mean and the gif standard deviation

gif : cumulative normal distribution

gif : upstate market probability parameters

gif : the critical value

gif : the adjustment speed of the mean reversion process

gif : the recovery ratio

gif : the default premium

gif : profit margin of the time deposits

gif : beta of asset

 

gif : the reserve ratio

gif : the hedge ratio

gif : upward movement proportion

gif : downward movement proportion

gif : the eigenvalue or the market price of risk, gif

 

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