What Are Risk-Neutral Probabilities? Risk-neutral probabilities are probabilities of potential future outcomes adjusted for risk, which are then used to compute expected asset values. In other words, ...

Seeing Theory is a beautiful website that graphically illustrates fundamental concepts in statistics. The site was created by Daniel Kunin, who at the time was a senior at Brown University. The site ...

This is a preview. Log in through your library . Journal Information The Mathematical Gazette is the original journal of the Mathematical Association and it is now over a century old. Its readership ...

In this paper, we analyze the failure probabilities of the profit-and-loss attribution (PLA) test as defined in the final market risk standard published in January 2016 by the Basel Committee on ...