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Distribution function

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distribution function: A synonym for cdf.
Contexts: econometrics; statistics ...

 


Probability Distribution Function of Price Multiples 16 Sep 1998
Applicability of the lognormal distribution for modeling P/E ratios.
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CDF
Cumulative Distribution Function
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is the cumulative distribution function of the standard normal distribution
T âˆ' t is the time to maturity
S is the spot price of the underlying asset
K is the strike price ...

The assigning of export marketing and distribution functions by one manufacturer to another.
The carriage of road vehicles and trailers on railway wagons.
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A number of valuation and risk models assume that the future price of a security is normally distributed. This is clearly false as a normal distribution function has a positive value for any value of the future price, ...

even function (mathematics)
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multivariate distribution function
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where S is the underlying stock price, X the strike price, r the risk-free rate of interest, v is the volatility of the share (standard deviation) and T is the time to maturity. N(d1) and N(d2) are the cumulative normal distribution functions for d1 ...

and are the conditional probability distribution functions of the stock quotation at time t.
The first of the previous equations (hypothesis a) states that all the information available at time is used immediately by the market.

See also: Normal distribution, Cumulative distribution function, Density, Values, Probability density function

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