Skip to content

GoConqr has a new look! Let us know what you think.

Sign up free

Mind map

Probability

Mitul Patel Mathematics English

Map content

Probability

References Hoel Jorion (FRM) - Ch 2

Univariate RVs
- (Cumulative) Distribution Function
  - Discrete
    - cdf & pdf
  - Continuous
    - cdf & pdf
- Moments
  - Expected Value/Mean
  - Quantile (eg VaR), Median
  - Variance/St Deviation
  - Skewness
  - Kurtosis
Multivariate Distribution Functions
- Bivariate Distribution Functions
  - Joint Distribution Function
    - Continuous
    - Independence
    - Copula's / Sklar's Thm
  - Covariance
    - Correlation
      - Independence
      - Linear Dependence
  - Marginal Densities
  - Conditional Density/Bayes' Rules
Functions of RVs
- Linear Transformations
- Summation
- Portfolios of RVs (matrix notation)
- Product of RVs

Information

Description: Mathematics Mind Map on Probability, created by Mitul Patel on 17/06/2017.
Created by: Mitul Patel
Views: 0
Rating