Index

A

Abstract

class, 14

contract, 7

data types. See Programming

factory, 17

Account

average logarithmic increment or decrement of the, 60

average value E(A_i+1), 74

equity, 2, 58, 71, 74, 81, 84, 155, 192

evolution equation, 62, 79. See also

Function evolve_account

evolution equation with random P&L, 71, 79

final value or size, 59, 63, 66

gains or loses, 6

initial cash balance, 183, 193

initial value A₀, 56–59, 67, 156

management, 62

maximum value, 173.

See also Function

max_min_account_value_alg

minimum value, 57, 173.

See also Function

max_min_account_value_alg

minimal A₀, 83–85, 121.

See also Function

potential_profit_min_account_alg

return on, 173

self-financing, 57–58, 61–62, 81, 83, 91

surviving b, 67

undercapitalized, 69

value or size, 2, 24, 56–59, 62, 66–67, 69, 71, 74, 79, 81, 90, 100, 106, 110