Questions tagged [notation]

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Definition / convention of statements receive 10s30s and boxes

I have a very practical question regarding the terminology of swap / rates trading. What is the exact definition of statements like receive 10s30s. I know that it is the spread between 30y and 10y ...
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Trouble understanding Notation in Stochastic Calculus (wedge symbol ∧)

I am a beginner in Stochastic Calculus. I am having trouble understanding the meaning behind a specific notation which appears in the topic of Ito process which in differential notation can be written ...
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Baxter and Rennie: A question on Notation

On page 56 of Baxter and Rennie (Financial Calculus), we have The definition of a continuous stochastic process, in terms of the drift $\mu_s$ and volatality $\sigma_s$. Its important to keep in ...
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Why does the EUR/USD exchange rate is in fact USD/EUR from a mathematical point of view?, why finance does not use the mathematical notation?

I found this answers: https://www.quora.com/Why-is-the-EUR-USD-traded-like-that-and-not-like-USD-EUR, but I'm not quite satisfied, I still do not understand how arranging them according to "most ...
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What is a notation '1' in risk neutral probabilities paper?

I'm reading the paper by Zhao et al (2008) and have a problem with used definitions in the text on the page 1535. First, we generate a sample, $R$, of a given size from the distribution (21). Let $\...
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decoding this formula about nominal and real return [closed]

I am sorry if the following question is not quantitative finance. I am reading this thing badly written lecture notes, which says $W^r_1 \equiv W_1/P_1^g = (W_0^rP_0^g)(1+R)=/P_1^g$ $(1+R^r)\equiv ...
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Bracket-Notation in SDEs

I often come across the following notation in my script, and I have not found it anywhere else. While our lecturer insists it is of utmost importance to write this way in his exams, he yet failed to ...
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