Читать книгу Probabilistic Theory of Stock Exchanges - Anatoly Kondratenko - Страница 2
FREQUENTLY USED SYMBOLS
ОглавлениеГ– agent width
MOEX – Moscow Exchange
BRENT – Brent oil futures
C – normalization factors
D – demand
D(t, p, q) – probabilistic market demand function
D0(t) – total market demand function
ICE – Intercontinental Exchange Futures Europe
F(t, p, q) – probabilistic market deal function
M(t)– number of supply quotations
N(t) – number of demand quotations
MTV(t) – probabilistic market trade volume
P – price
p – independent price variable
pM – probabilistic market price
q – independent quantity variable
qM– probabilistic market quantity
Q – quantity
PQ – price and quantity
S – supply
SBER – Sberbank shares
S D – supply and demand
S(t, p, q) – probabilistic market supply function
S0(t) – total market supply function
t – independent time variable
TV(t) – trade volume
T – time
USD/RUB – USD/RUB futures at MOEX: U.S. dollars are traded for Russian rubles (₽).