310 Mathematics for Finance
trinomial tree model 64
underlying 85, 147
undiversifiable risk 122
unit bond 39
value at risk 202
value of a portfolio 2
value of a strategy 76, 87
VaR 202
variable interest 255
Vasiˇcek model 260
vega 197
vega neutral portfolio 197
volatility 71weights in a portfolio 94
Wiener process 69yield 216
yield to maturity 229zero-coupon bond 39