Symbols — Quantitative Finance

Tags: quantitative-finance

Wilmott

Symbol Description
\(D\) Dividend yield / interest rate
\(E\) Strike price
\(r\) Risk free rate
\(S\) Value of underlying asset
\(T\) Expiry date
\(t\) Current date
\(V\) Value of derivative
\(\Delta\) Delta \(= \frac{\partial V}{\partial S}\)
\(\mu\) Drift
\(\sigma\) Volatility