var Covar corr-1
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Catégorie :Category: nCreator TI-Nspire
Auteur Author: gaiastorage
Type : Classeur 3.0.1
Page(s) : 1
Taille Size: 1.39 Ko KB
Mis en ligne Uploaded: 22/03/2025 - 10:48:00
Uploadeur Uploader: gaiastorage (Profil)
Téléchargements Downloads: 1
Visibilité Visibility: Archive publique
Shortlink : http://ti-pla.net/a4543397
Type : Classeur 3.0.1
Page(s) : 1
Taille Size: 1.39 Ko KB
Mis en ligne Uploaded: 22/03/2025 - 10:48:00
Uploadeur Uploader: gaiastorage (Profil)
Téléchargements Downloads: 1
Visibilité Visibility: Archive publique
Shortlink : http://ti-pla.net/a4543397
Description
Fichier Nspire généré sur TI-Planet.org.
Compatible OS 3.0 et ultérieurs.
<<
variance Ã^2 = w#1^2 * Ã#1^2 + w#2^2 * Ã#2^2 + 2* w#1 * w#2 * p#1,2 * Ã#1 * Ã#2 t bill = Ã = 0; left with only [w#s * Ã#s]; REMEMBER Ã = SD not VARIANCE covariance a,b = (rstock - (mean rstock)) * (rbond - (mean rbond)) * probability + .... scenario boom 1 + recession 2 ... Q6 -questions correlation coefficient p=0 means only w#1^2 * Ã#1^2 + w#2^2 * Ã#2^2 p = -1 means w#1^2 * Ã#1^2 = w#2^2 * Ã#2^2 borrow at rf = e(r) = w1*e(r1) + w2 * e(r2) pv = cf/ e(r) - find e(r) from capM forecast - actual = if + , overpay Made with nCreator - tiplanet.org
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Compatible OS 3.0 et ultérieurs.
<<
variance Ã^2 = w#1^2 * Ã#1^2 + w#2^2 * Ã#2^2 + 2* w#1 * w#2 * p#1,2 * Ã#1 * Ã#2 t bill = Ã = 0; left with only [w#s * Ã#s]; REMEMBER Ã = SD not VARIANCE covariance a,b = (rstock - (mean rstock)) * (rbond - (mean rbond)) * probability + .... scenario boom 1 + recession 2 ... Q6 -questions correlation coefficient p=0 means only w#1^2 * Ã#1^2 + w#2^2 * Ã#2^2 p = -1 means w#1^2 * Ã#1^2 = w#2^2 * Ã#2^2 borrow at rf = e(r) = w1*e(r1) + w2 * e(r2) pv = cf/ e(r) - find e(r) from capM forecast - actual = if + , overpay Made with nCreator - tiplanet.org
>>
