Statistical measures of a distribution of outcomes. The main moments used are the mean, variance, third moment, and fourth moment. The mean is a measure of the centre or average outcome. The variance is a measure of the spread of outcomes. The third moment measures the skewness (asymmetry) of a distribution. The fourth moment measures the kurtosis (sharpness or flatness) of the distribution. Moments are often used in considering the distribution of the returns on investment.

• Lombard rate
• Lombard Street
• Lomé Convention
• London acceptance credit
• London and New Zealand Futures Association
• London approach
• London Bankers' Clearing House
• London Bullion Market
• London Chamber of Commerce and Industry
• London Clearing House
• London Club
• London Cocoa Terminal Market
• London code of conduct
• London Commodity Exchange
• London daily prices
• London Fox
• London Inter Bank Bid Rate
• London Inter Bank Currency Options Market
• London Inter Bank Mean Rate
• London Inter Bank Offered Rate
• London International Financial Futures and Options Exchange
• London International Insurance and Reinsurance Market Association
• London Metal Exchange
• London rules
• London Securities and Derivatives Exchange