Of these three words, perhaps Neurotransmitter is the most obvious. I took a look at Wikipedia page for Neuromodulation and found that this is pretty similar to Neurotransmitter too. I guess Neuromediator is somewhat more broad. Could someone clarify these nomenclature for me?
Neurotransmitters were classically the most specific in terms of demands on experimental demonstration (thus, the so-called "classical neurotransmitter") but the chief role of neurotransmitter is direct neuron-to-neuron communication via the synaptic cleft in which the post-synaptic neuron has channels that readily engage the neurotransmitter. Classical neurotransmitters also require inactivation and are stored in vesicles in the presynaptic terminal (while under the modern definition, these last two requirements aren't as strict, allowing peptides and gasses like NO to be considered a neurotransmitter).
Neuromodulators, are more of an extra-synaptic application... a bath in the extracellular medium that modulates the excitability of a population of cells. In this regard,neurotransmitters can be considered neuromodulators when their action is on channels outside of the synaptic cleft.
I have never heard the term neuromediator before, but looking at the results on Google suggest that it is the result of translation from Easterm European languages (Polish and Romanian) and seems to be synonymous with neurotransmitter.