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Kurtosis


A parameter that measures the fatness of the tails of a probability distribution. It describes the shape of the probability density function (PDF) for a random variable. Originally, it is a Greek word which means “bulging”.

This parameter gives an indication whether the uppermost part of the distribution is is taller or shorter than the normal distribution curve, and also whether the tails are fatter or thinner than the normal curve.



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Derivatives have increasingly become very important tools in finance over the last three decades. Many different types of derivatives are now traded actively on ...
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