**Tags:** quantitative-finance

The drift \(\mu\) is the expected return of an asset.

\[ \mu = \frac{1}{M \delta t} \sum_{i=1}^{M} R_{i} \]

Symbol | Description |
---|---|

\(M\) | Number of time steps |

\(\delta t\) | Size of time step |

\(R_{i}\) | Return at time step \(i\) |