Welcome to the Quant Equation Archive!
The Quant Equation Archive is a community project
to share and organize quantitative financial equations.
Probability Distributions
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| Beta distribution. full text » |
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| The bivariate normal probability density function for two correlated normal distributed variables x and y. full text » |
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| The bivariate normal density function can be expressed as the product of a normal distributed variable with a conditional probability distribution function. full text » |
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| The Cauchy distribution has an undefined mean and variance. full text » |
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| Double exponential distribution. full text » |
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| Random value with Erlang distribution results as sum of k exponential distributed random values full text » |
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| Exponential distribution. full text » |
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| Gamma distribution. full text » |
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| Lognormal distribution. full text » |
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| Normal (Gaussian) distribution. full text » |
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| Normal-inverse Gaussian distribution. full text » |
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| Pareto distribution. full text » |
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| Uniform distribution. full text » |
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| Weibull distribution. full text » |
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