Probability Distributions

Explore and visualize various probability distributions used in quantitative finance.

Select a Distribution

Models continuous data with a bell-shaped curve.

Equal probability for all values in a range.

Models time between events in a Poisson process.

Model asset prices with right-skewed returns.

Model returns with fat-tailed distributions.

Model recovery rates and bounded variables.

Model insurance risks and waiting times.

Models equipment failure and operational risk.

Models subjective expert estimates and scenarios.

Probability of events in a fixed interval.

Counts successes in a fixed number of trials.

Models default correlation in small portfolios.

Model extreme market movements and heavy tails.

Models extreme price jumps and flash crashes.

Models wealth distribution and insurance claims.