Sumários

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

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

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

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

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