Mathematics and Statistics for Financial Risk Management > CHAPTER 4: Distributions

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Mathematics and Statistics for Financial Risk Management

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Table of Contents

CHAPTER 1: Some Basic Math

CHAPTER 2: Probabilities

CHAPTER 3: Basic Statistics

CHAPTER 4: Distributions

PARAMETRIC DISTRIBUTIONS

UNIFORM DISTRIBUTION

BERNOULLI DISTRIBUTION

BINOMIAL DISTRIBUTION

POISSON DISTRIBUTION

NORMAL DISTRIBUTION

LOGNORMAL DISTRIBUTION

CENTRAL LIMIT THEOREM

APPLICATION: MONTE CARLO SIMULATIONS PART I: CREATING NORMAL RANDOM VARIABLES

CHI-SQUARED DISTRIBUTION

STUDENT'S T DISTRIBUTION

F-DISTRIBUTION

MIXTURE DISTRIBUTIONS

PROBLEMS

CHAPTER 5: Hypothesis Testing & Confidence Intervals

CHAPTER 6: Matrix Algebra

CHAPTER 7: Vector Spaces

CHAPTER 8: Linear Regression Analysis

CHAPTER 9: Time Series Models

CHAPTER 10: Decay Factors

APPENDIX A: Binary Numbers

APPENDIX B: Taylor Expansions

APPENDIX C: Vector Spaces

APPENDIX D: Greek Alphabet

APPENDIX E: Common Abbreviations

CHAPTER 4

Distributions

In Chapter 2, we were introduced to random variables. In nature and in finance, random variables tend to follow certain patterns, or distributions. In this chapter we will learn about some of the most widely used probability distributions in risk management.

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