Frequently Asked Questions In Quantitative Finance

Chapter 3: The Most Popular Probability Distributions 239

Student's t

0

0.05

0.1

0.15

0.2

0.25

0.3

0.35

0.4

-4 -3 -2 -1 0 1 2 3 4

a = -1

b = 1

c = 2

Pareto

0

0.2

0.4

0.6

0.8

1

1 1.5 2 2.5 3 3.5 4

a = 1

b = 1