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lognormal-distribution

  1. Nicole Seaman

    P1.T2.20.6. Common univariate random variables (normal, lognormal, chi-squared)

    Distinguish the key properties and identify the common occurrences of the following distributions: normal distribution, lognormal distribution, chi-squared distribution ... Questions: 20.6.1. A hedge fund's big data algorithm can predict the market's direction on five out of eight days...
  2. Nicole Seaman

    P1.T2.714. Lognormal distribution (Miller Chapter 4)

    Learning objective: Distinguish the key properties among the following distributions: ... lognormal distribution Questions: 714.1. Consider a stock with an initial price of $60.00, an expected return of 9.0% per annum, and a volatility of 10.0% per annum. The continuously compounded return is...
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