Sumários
C12 - Common Probability Distributions
30 Outubro 2017, 10:00 • Alexandra Bugalho de Moura
4. Common Probability Distributions
4.2 Continuous random variables:
- Pareto distribution and tail index
4.3 Value at Risk
C11 - Common Probability Distributions
25 Outubro 2017, 11:30 • Alexandra Bugalho de Moura
4. Common Probability Distributions
4.2. Continuous random variables
- The log-normal distribution
- The distributions of stock returns and stock prices
- Exercises
C11 - Common Probability DIstributions
25 Outubro 2017, 10:00 • Alexandra Bugalho de Moura
4. Common Probability Distributions
4.2. Continuous random variables
- The log-normal distribution
- The distributions of stock returns and stock prices
- Exercises
C10 - Common Probability Distributions
23 Outubro 2017, 11:30 • Alexandra Bugalho de Moura
4. Common Probability Distributions
4.1. Discrete random variables: discrete uniform distribution, Bernoulli distributions, binomial distribution.
4.2. Continuous random variables: continuous uniform distribution, normal distribution, log-normal distribution.
- The distributions of stock return and stock price
C10 - Common Probability Distributions
23 Outubro 2017, 10:00 • Alexandra Bugalho de Moura
4. Common Probability Distributions
4.1. Discrete random variables: discrete uniform distribution, Bernoulli distributions, binomial distribution.
4.2. Continuous random variables: continuous uniform distribution, normal distribution, log-normal distribution.
- The distributions of stock return and stock price