I am working with the following copula, and have a few questions about it: $C(x,y) = xy + \theta (1-x)(1-y)xy$ Here $\theta \in [-1,1]$ and $x,y \in [0,1]$ First, I am trying to show this copula is ...
I have the following scenario: Let $X_i$ denote the event where some institution $i$ 'defaults' (don't worry about the exact definition of a default here, it is not relevant to the question at hand). ...
I have a question from a sample exam paper that I'm having some trouble figuring out. The question is: Bavarian Sausage stock has an average historical return of 16.3% and a standard deviation of ...
I have a fairly simple problem for an application I am writing currently. How do you calculate the options probability of being in the money or touching a certain strike price. I know there are at ...
I recently found the following question: What is your profit estimate throwing a dice in the long run if you get 10 dollars for each time you hit 6 and lose 1 dollar for any other number? I tried to ...
Coin Toss Runs Calculator The expected number of runs for two consecutive heads or tails is 3. Is there an edge if we place a progressive constant size bet(limited to 3 times)for consecutive ...
If I have calculated the sample mean, variance, skew and kurtosis of a set of data, how would I go about fitting a probability distribution to match these moments (i.e. choosing a probability ...