Investopedia

Tail Risk Explained: Managing Rare Events Leading to Portfolio Losses

Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...
IEEE

The Poisson process and associated probability distributions on time scales

Abstract: Duals of probability distributions on continuous (R) domains exist on discrete (Z) domains. The Poisson distribution on R, for example, manifests itself as a binomial distribution on Z. Time ...
Investopedia

Poisson Distribution: Formula and Meaning in Finance

Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...
IEEE

On the Distribution of the Ratio of Products of Fisher-Snedecor

Abstract: The Fisher-Snedecor F distribution has been recently proposed as a more accurate and mathematically tractable composite fading model than traditional established models in some practical ...