Index

Abbreviations

Addition, matrix

Alpha, in finance

Alphabet, Greek

ARCH, Autoregressive conditional heteroscedasticitybw

Arithmetic Brownian motion

Autocorrelation

Autoregression

Autoregressive conditional heteroscedasticity (ARCH) model

Averages:

continuous random variables

discrete random variables

population and sample data

Back-testing

Bayes’ theorem

Bernoulli distribution

Best linear unbiased estimator (BLUE):

decay factor comparison

definition

Beta, of stock

Bimodal mixture distribution

Binary numbers

Binomial distribution. See also Distributions

Black-Karasinski model

Black Monday scenario

Black-Scholes equations

BLUE (best linear unbiased estimator):

comparison to decay factors

definition

Brownian motion

Cauchy distribution

CDF (cumulative distribution functions)