Some Complementary Material to the Course ”financial Risk” Mve220/mas400gu

نویسنده

  • ALEXANDER HERBERTSSON
چکیده

Contents 1. Introduction 1 2. The central limit theorem 1 3. The normal approximation of the binomial distribution 2 4. The normal approximation of the mixed binomial distribution 4 5. The law of large numbers approximation of a mixed binomial distribution 6 6. Finding the mixed binomial distribution by using Monte Carlo simulations 6 6.

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تاریخ انتشار 2012