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Graduate Maximum Drawdown (Binomial tree)
Problem solved!- kk007
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- Forum: Set Theory, Logic, Probability, Statistics
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Graduate Maximum Drawdown (Binomial tree)
Imagine there is a game and a gambler has a prob. of P1 in winning one unit of capital in a trial and 1 - P1 in lossing one unit. He wants to know the prob. of HAVING EVER lost more than or equal to a threshold no. of units (drawdown threshold) at or before the end of a number of trials...- kk007
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- Maximum Tree
- Replies: 3
- Forum: Set Theory, Logic, Probability, Statistics