Financial Market Risk

Figures

 

 

 

 

1 Risk = Danger (Wei) + Opportunity (Ji)

1.1 Historical average annual returns and return volatility

1.2 Levels and returns of empirical financial time series: AMEX stock and oil indices and DEM-USD exchange rate

1.3 Simple and relatively inexpensive radiation monitor

1.4 The nth-order moments and cumulants for n = 1, 2, 3, 4 of the Laplace, Gaussian and Uniform p.d.fs

1.5 The nth-order moments and cumulants for n = 1, 2, 3, 4 of Exponential, Rayleigh and K-distribution p.d.fs

1.6 Construction of the histogram of a time series by binning

1.7 Raw and transformed daily returns of the DAX. The histograms on the right show the relative frequencies of the returns in the same scale

1.8 Empirical histogram of minute-by-minute log-increments ...