skew
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P2.T10.20.6. Climate change and financial risk
Learning objectives: Discuss the history of climate change-related risks for the financial sector including the Paris Agreement (2015) and distinguish the significance of Article 2.1 c as it pertains to the financial system. Distinguish the causes of potential mispricing of climate change risk...- Nicole Seaman
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- black-swan-events climate-change french-energy-transition-act kurtosis mispricing non-normal-probability paris-agreement risk-materialization skew sustainable-investments time-horizon
- Replies: 2
- Forum: FRM® Practice Questions
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YouTube T2-6 The skew (and sample skew) of a distribution
The skew is the third central moment divided by the cube of the standard deviation. Here I calculate skew using the binomial distribution.- Nicole Seaman
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- binomial-distribution sample-skew skew standard-deviation youtube
- Replies: 6
- Forum: P1.T2 Quantitative Analysis
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P1.T2.712. Skew, kurtosis, coskew and cokurtosis (Miller, Chapter 3)
Learning objectives: Describe the four central moments of a statistical variable or distribution: mean, variance, skewness, and kurtosis. Interpret the skewness and kurtosis of a statistical distribution, and interpret the concepts of coskewness and cokurtosis. Describe and interpret the best...- Nicole Seaman
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- cokurtosis coskew kurtosis mean skew variance
- Replies: 0
- Forum: FRM® Practice Questions