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gregorygundersen.com | ||
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reactionwheel.net
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| | | | | ...The more rightward-skewed the distribution is, whether Pareto-Levy, log normal, or some related form, the more difficult it is to hedge against risk by supporting sizable portfolios of innovation projects. The potential variability of economic outcomes with Pareto-Levy distributions is so great that large portfolio draws from year to year can have consequences for the... | |
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almostsuremath.com
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| | | | | It is quite common to consider functions of real-time stochastic process which depend on whether or not it crosses a specified barrier level K. This can involve computing expectations involving a real-valued process X of the form $latex \displaystyle V={\mathbb E}\left[f(X_T);\;\sup{}_{t\le T}X_t \ge K\right] &fg=000000$ (1) for a positive time T and function f:????. I... | |
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terrytao.wordpress.com
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| | | | | Some time ago, I wrote a short unpublished note (mostly for my own benefit) when I was trying to understand the derivation of the Black-Scholes equation in financial mathematics, which computes the... | |
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sumsar.net
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| | | This is video one of a three part introduction to Bayesian data analysis aimed at you who isn't necessarily that well-versed in probability theory but that do know a little bit of programming. I ... | ||
