Figure 4'1' Using the cumulative distribution function - PowerPoint PPT Presentation

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Figure 4'1' Using the cumulative distribution function

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Figure 4.1. Using the cumulative distribution function. Figure 4.2. ... Panel B. Cumulative distribution functions. Figure 4.4. VaR as a function of trade size ... – PowerPoint PPT presentation

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Title: Figure 4'1' Using the cumulative distribution function


1
Figure 4.1. Using the cumulative distribution
function
2
Figure 4.2. Frequency distribution of two
portfolios over one year horizon
3
Figure 4.3. Normal and lognormal density and
cumulative distribution functions
Panel A. Density distribution functions
4
Figure 4.3. Normal and lognormal density and
cumulative distribution functions
Panel B. Cumulative distribution functions
5
Figure 4.4. VaR as a function of trade size
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