Hi Stikpet, Great video. Do you by any chance know, how we can calculate the joint CDF in higher dimension (let's say five random variables). My students are not familiar with programming languages, so I would like to stay in Excel, and the application is financial in the way of Gekse's (1978) compound option theorem. Do you have an e-mail I can write to you on?
oof, the bivariate normal was already quite a lot of work to figure out, and unfortunately never dug deeper to the multivariate version (which you probably need). My email is simply my youtube channel name with gmail.com :-).
Hi Stikpet,
Great video. Do you by any chance know, how we can calculate the joint CDF in higher dimension (let's say five random variables). My students are not familiar with programming languages, so I would like to stay in Excel, and the application is financial in the way of Gekse's (1978) compound option theorem.
Do you have an e-mail I can write to you on?
oof, the bivariate normal was already quite a lot of work to figure out, and unfortunately never dug deeper to the multivariate version (which you probably need).
My email is simply my youtube channel name with gmail.com :-).