You can use the CDFPLOT statement to fit any of six theoretical distributions (beta, exponential, gamma, lognormal, normal, and Weibull) and superimpose them on the cdf plot. The following statements ...
Roula Khalaf, Editor of the FT, selects her favourite stories in this weekly newsletter. “It’s these VaR numbers that are really setting this thing off,” goes a line from the film Margin Call, the ...