The trinity of errors in financial models: An introductory analysis using TensorFlow Probability
O'Reilly on Data
JANUARY 22, 2019
Yet, finance textbooks, programs, and professionals continue to use the normal distribution in their asset valuation and risk models because of its simplicity and analytical tractability. Pad a dim so we broadcast fed probs against CC interest rates. Time-variant distributions for asset values and risks are the rule, not the exception.
136 
Let's personalize your content