/

Extreme Events – Specimen Answer A.7.2 – Answer/Hints

[this page | pdf | references | back links | custom searches]

Return to Question

 

Q. Suppose we revert to the 2 regime case and we also have just two assets. Derive formulae for the skew and kurtosis of the conditional probability distributions.

 

[Page under development]

 


NAVIGATION LINKS
Contents | Prev | Next | Question


Desktop view | Switch to Mobile