Pareto-Lévy Stable Distributions in Risk Management and Finance
Workshop held in Parma (Italy), on December the 1st, 2010, by Riccardo Donati, Redexe Risk Management & Finance, and Università degli Studi di Parma.
"8/8/2011 S&P 500 -6.66%: LP-stabile probability 0.6%, normal 0.00002%. Which one do you rely on? Which impact on financial turmoil? Which impact on financial shocks?"
- Download the Workshop Slides (EN) (4.5M).
- Download the Introduction To Stable Distributions, Mathematica Workbook (EN) (0.04M).
- Download the Example of Stable Distributions on Risk Management, Mathematica Workbook (EN) (0.3M, lower case functions belong to a REDEXE package, you will probably haven't got them).
- Download Redexe's Company Profile Redexe Risk Management And Finance (IT).
- Write an email to Redexe R.M. & Finance.
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