On the Probability Density Function and Market Risk

Li-jiang ZENG

Abstract


In the real life, the market plays an important roll to our all kinds of business. Every day we cannot leave the markets and the economy, the market investors always want to report. However, the market investment has high risk. In this paper, we studied the market risk of investment based on the mathematical probability density function, mathematical model and various viewpoints, and obtained a very interesting conclusion.

Keywords


Probability Density Function, Levy Processes, ARCH Effect, GARCH Model


DOI
10.12783/dtem/icem2017/13135

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