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  1. R

    Binomial Distribution example - Chp. 3 (Quantitative Analysis)

    @David Harper CFA FRM - David, could you please explain how you arrived at values of k as 6 (prob. of ending at $100) and 9 (prob. of ending at $177.16)in following example noted in the Study notes (Chapter 3: Common Univariate Random Variables, pg.6)?
  2. Nicole Seaman

    P1.T2.20.5. Common univariate random variables (uniform, Bernoulli, binomial, and Poisson)

    Learning objectives: Distinguish the key properties and identify the common occurrences of the following distributions: uniform distribution, Bernoulli distribution, binomial distribution, Poisson distribution ... Questions: 20.5.1. Assume two continuous uniform random variables, X ~ U(a1, b1)...
  3. Nicole Seaman

    P1.T4.921. Risk contribution toward the portfolio's unexpected loss (Schroeck Ch.5)

    Learning objectives: Define and calculate expected loss (EL). Define and calculate unexpected loss (UL). Estimate the variance of default probability assuming a binomial distribution. Calculate UL for a portfolio and the UL contribution of each asset. Questions: 921.1. The following simplified...
  4. Nicole Seaman

    YouTube T2-6 The skew (and sample skew) of a distribution

    The skew is the third central moment divided by the cube of the standard deviation. Here I calculate skew using the binomial distribution.
  5. Nicole Seaman

    P1.T2.713. Uniform, binomial, Poisson distributions (Miller Ch.4)

    Learning Objectives: Distinguish the key properties among the following distributions: uniform distribution, Binomial distribution, Poisson distribution. Questions: 713.1. Let each A_uniform and B_uniform represent independent random uniform variables, where A_uniform falls on the interval...