Black–Scholes model
The Black–Scholes /ˌblæk ˈʃoʊlz/ or Black–Scholes–Merton model is a mathematical model for the dynamics of a financial market containing derivative investment instruments. From the parabolic partial d
Geometric Brownian motion
A geometric Brownian motion (GBM) (also known as exponential Brownian motion) is a continuous-time stochastic process in which the logarithm of the randomly varying quantity follows a Brownian motion
Geometric standard deviation
In probability theory and statistics, the geometric standard deviation (GSD) describes how spread out are a set of numbers whose preferred average is the geometric mean. For such data, it may be prefe
Finite difference
A finite difference is a mathematical expression of the form f (x + b) − f (x + a). If a finite difference is divided by b − a, one gets a difference quotient. The approximation of derivatives by fini
Geometric mean
In mathematics, the geometric mean is a mean or average which indicates a central tendency of a set of numbers by using the product of their values (as opposed to the arithmetic mean which uses their
Ordered exponential
The ordered exponential, also called the path-ordered exponential, is a mathematical operation defined in non-commutative algebras, equivalent to the exponential of the integral in the commutative alg
Weighted geometric mean
In statistics, the weighted geometric mean is a generalization of the geometric mean using the weighted arithmetic mean. Given a sample and weights , it is calculated as: The second form above illustr
Compound annual growth rate
Compound annual growth rate (CAGR) is a business and investing specific term for the geometric progression ratio that provides a constant rate of return over the time period. CAGR is not an accounting
Fractal derivative
In applied mathematics and mathematical analysis, the fractal derivative or Hausdorff derivative is a non-Newtonian generalization of the derivative dealing with the measurement of fractals, defined i
Log-normal distribution
In probability theory, a log-normal (or lognormal) distribution is a continuous probability distribution of a random variable whose logarithm is normally distributed. Thus, if the random variable X is
Indefinite product
In mathematics, the indefinite product operator is the inverse operator of . It is a discrete version of the geometric integral of geometric calculus, one of the non-Newtonian calculi. Some authors us
Log-Laplace distribution
In probability theory and statistics, the log-Laplace distribution is the probability distribution of a random variable whose logarithm has a Laplace distribution. If X has a Laplace distribution with
Log–log plot
In science and engineering, a log–log graph or log–log plot is a two-dimensional graph of numerical data that uses logarithmic scales on both the horizontal and vertical axes. Power functions – relati
Indefinite sum
In discrete calculus the indefinite sum operator (also known as the antidifference operator), denoted by or , is the linear operator, inverse of the forward difference operator . It relates to the for
Logarithmic scale
A logarithmic scale (or log scale) is a way of displaying numerical data over a very wide range of values in a compact way—typically the largest numbers in the data are hundreds or even thousands of t
Log-polar coordinates
In mathematics, log-polar coordinates (or logarithmic polar coordinates) is a coordinate system in two dimensions, where a point is identified by two numbers, one for the logarithm of the distance to
Discrete calculus
Discrete calculus or the calculus of discrete functions, is the mathematical study of incremental change, in the same way that geometry is the study of shape and algebra is the study of generalization
Product integral
A product integral is any product-based counterpart of the usual sum-based integral of calculus. The first product integral ( below) was developed by the mathematician Vito Volterra in 1887 to solve s
Semi-log plot
In science and engineering, a semi-log plot/graph or semi-logarithmic plot/graph has one axis on a logarithmic scale, the other on a linear scale. It is useful for data with exponential relationships,