Explanation of common notation

Every effort has been made throughout the text to keep notation consistent, concise and logical. However, in such a technically detailed work there are inevitably occasions when it is not possible to adhere to these principles. It is hoped that on the occasions when this happens, the deviations have been adequately explained. It is also acknowledged that the notation is at times quite dense (although nowhere near the level of concision to be found in a typical textbook on financial mathematics). In this brief appendix we will give some examples of the notation and explain the rationale for it.