Ralph Vince - Portfolio Mathematics
ch02 JWBK035-Vince February 12, 2007 6:50 Char Count= 0 Probability Distributions 55 FIGURE 2.6 The Exponential Distribution and ...
ch02 JWBK035-Vince February 12, 2007 6:50 Char Count= 0 56 HANDBOOK OF PORTFOLIO MATHEMATICS variance=1. Now, N′(Z) will give us ...
ch02 JWBK035-Vince February 12, 2007 6:50 Char Count= 0 Probability Distributions 57 FIGURE 2.7 The Normal Probability density f ...
ch02 JWBK035-Vince February 12, 2007 6:50 Char Count= 0 58 HANDBOOK OF PORTFOLIO MATHEMATICS Thus, we can say that the height of ...
ch02 JWBK035-Vince February 12, 2007 6:50 Char Count= 0 Probability Distributions 59 is always the standard deviation squared (a ...
ch02 JWBK035-Vince February 12, 2007 6:50 Char Count= 0 60 HANDBOOK OF PORTFOLIO MATHEMATICS N(Z)= 1 −N′(Z)∗((1. 330274429 ∗Y∧5) ...
ch02 JWBK035-Vince February 12, 2007 6:50 Char Count= 0 Probability Distributions 61 = 1 −. 05399093525 ∗ ⎛ ⎜ ⎜⎜ ⎜ ⎝ 1. 33027442 ...
ch02 JWBK035-Vince February 12, 2007 6:50 Char Count= 0 62 HANDBOOK OF PORTFOLIO MATHEMATICS FIGURE 2.9 Doing away with the 1−an ...
ch02 JWBK035-Vince February 12, 2007 6:50 Char Count= 0 Probability Distributions 63 FIGURE 2.10 A two-tailed probability of an ...
ch02 JWBK035-Vince February 12, 2007 6:50 Char Count= 0 64 HANDBOOK OF PORTFOLIO MATHEMATICS FIGURE 2.11 Two-tailed probability ...
ch02 JWBK035-Vince February 12, 2007 6:50 Char Count= 0 Probability Distributions 65 FIGURE 2.12 The area between−1and+2 standar ...
ch02 JWBK035-Vince February 12, 2007 6:50 Char Count= 0 66 HANDBOOK OF PORTFOLIO MATHEMATICS FIGURE 2.13 N′′(Z) giving the slope ...
ch02 JWBK035-Vince February 12, 2007 6:50 Char Count= 0 Probability Distributions 67 FIGURE 2.14 The real shape of the Normal Di ...
ch02 JWBK035-Vince February 12, 2007 6:50 Char Count= 0 68 HANDBOOK OF PORTFOLIO MATHEMATICS FIGURE 2.15 The Normal and Lognorma ...
ch02 JWBK035-Vince February 12, 2007 6:50 Char Count= 0 Probability Distributions 69 To use the Lognormal Distribution, you simp ...
ch02 JWBK035-Vince February 12, 2007 6:50 Char Count= 0 70 HANDBOOK OF PORTFOLIO MATHEMATICS FIGURE 2.16 Probability density fun ...
ch02 JWBK035-Vince February 12, 2007 6:50 Char Count= 0 Probability Distributions 71 The Uniform Distribution is acontinuousdist ...
ch02 JWBK035-Vince February 12, 2007 6:50 Char Count= 0 72 HANDBOOK OF PORTFOLIO MATHEMATICS FIGURE 2.18 Probability density fun ...
ch02 JWBK035-Vince February 12, 2007 6:50 Char Count= 0 Probability Distributions 73 FIGURE 2.19 Cumulative probability function ...
ch02 JWBK035-Vince February 12, 2007 6:50 Char Count= 0 74 HANDBOOK OF PORTFOLIO MATHEMATICS FIGURE 2.20 Probability density fun ...
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