Four Moment Simulation - Mean, Variance, Skew, Kurtosis
Simulate non normal data points using Fleishman power method targeting first four moments
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Probability
Two Moment Simulation - Mean and variance
Simulate data points when first two moments are known i.e. mean and standard deviation is given
Simulation
Four Moment Simulation - Mean, Variance, Skew, Kurtosis
Simulate non normal data points using Fleishman power method targeting first four moments
Two Moment Simulation - Mean and variance
Simulate data points when first two moments are known i.e. mean and standard deviation is given
Normal Distribution
Back to Top ↑Binomial Distribution
Back to Top ↑Optimization
Drawdown and it’s Linearity
Conditional Drawdown at risk, special cases and it’s linearity using auxiliary variable
Risk
Drawdown and it’s Linearity
Conditional Drawdown at risk, special cases and it’s linearity using auxiliary variable