Use of theory of truncated distribution for evaluation of risk of financial operations

The use of the truncated distributions is considered as a Maxwell distribution for determination of risk coefficients by conducting the financial operations. The mathematical expectations are calculated for the used distributions, the sizes of risk coefficients are certained.

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Bibliographic Details
Main Authors: V. Iu. Dubnitskyi, O. Iu. Miroshnyk
Format: Article
Language:English
Published: FINTECH Alliance LLC 2014-06-01
Series:Фінансово-кредитна діяльність: проблеми теорії та практики
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Online Access:https://fkd.net.ua/index.php/fkd/article/view/210
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