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Apply the inverse- transform method to generate a random variable from the discrete uniform distribution with p.d.f f(x)=1/(n+1):x=0,1,,n and f(x)=0:x0,1,,n
Apply the inverse- transform method to generate a random variable from the discrete uniform distribution with p.d.f
f(x)=1/(n+1):x=0,1,…,n and f(x)=0:x≠0,1,…,n
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Value at Risk The New Benchmark for Managing Financial Risk
Authors: Philippe Jorion
3rd edition
0070700427, 71464956, 978-0071464956
