Interview Questions2: Quantitative and coding
Saturday, October 10, 2015
Given a basket of 5 independent stocks where the probability density function for the daily change in price of each stock is described by an N(0,1) distribution, determine the PDF of the entire basket.
No comments:
Post a Comment
Newer Post
Older Post
Home
Subscribe to:
Post Comments (Atom)
No comments:
Post a Comment