Search Results
Search type | Search syntax |
---|---|
Tags | [tag] |
Exact | "words here" |
Author |
user:1234 user:me (yours) |
Score |
score:3 (3+) score:0 (none) |
Answers |
answers:3 (3+) answers:0 (none) isaccepted:yes hasaccepted:no inquestion:1234 |
Views | views:250 |
Code | code:"if (foo != bar)" |
Sections |
title:apples body:"apples oranges" |
URL | url:"*.example.com" |
Saves | in:saves |
Status |
closed:yes duplicate:no migrated:no wiki:no |
Types |
is:question is:answer |
Exclude |
-[tag] -apples |
For more details on advanced search visit our help page |
A probability expresses quantitatively how likely an event is to occur. We often encounter probabilities as conditional probabilities which express how likely an event is to occur in light of certain (given) information.
2
votes
Accepted
Why do cumulative returns have a bimodal distribution?
depending on the time period and asset considered, it comes from different market regimes.
e.g. if you consider a long enough period, you will clearly have distinct bull and a bear markets with crisis …
1
vote
A model for probability of credit rating change for a single issuer
difference between assets and liabilities (based on if liabilities > assets, the company will default), and asset volatility (typically mapped from equity vol for publicly traded firms), then map that to a probability …