fintech-algorithms
/
Using a coding agent? Give it the skill: npx skills add IslamBaraka90/Fintech-Algorithms-Library What it does →

Probability Distributions and Simulation Basics

10 algorithms in Financial Mathematics, Statistics, and Data Foundations · 10 with asserted arithmetic.

In this family#

  1. PMF, PDF, CDF, Survival, and Quantile Functions verified

    pmfPdfCdfSurvivalAndQuantileFunctions(input)
  2. Bernoulli and Binomial Distributions verified

    bernoulliAndBinomialDistributions(input)
  3. Poisson Distribution and Event Counts verified

    poissonDistributionAndEventCounts(input)
  4. Uniform Distribution and Random Sampling verified

    uniformDistributionAndRandomSampling(input)
  5. Normal Distribution and Standard Normal verified

    normalDistributionAndStandardNormal(input)
  6. Lognormal Distribution and Positive Quantities verified

    lognormalDistributionAndPositiveQuantities(input)
  7. Student-t Distribution and Heavy Tails verified

    studentTDistributionAndHeavyTails(input)
  8. Exponential, Gamma, and Weibull Waiting-Time Models verified

    exponentialGammaAndWeibullWaitingTimeModels(input)
  9. Mixture Distributions, Multimodality, and Fat Tails verified

    mixtureDistributionsMultimodalityAndFatTails(input)
  10. Random Sampling and Monte Carlo Intuition verified

    randomSamplingAndMonteCarloIntuition(input)

What they share#

Every topic here is a record-transform, so once you have called one the rest follow the same shape. Import paths differ only in the final segment:

ts
import { pmfPdfCdfSurvivalAndQuantileFunctions } from "fintech-algorithms/financial-mathematics-statistics-and-data-foundations/probability-distributions-and-simulation-basics/pmf-pdf-cdf-survival-and-quantile-functions";
import { bernoulliAndBinomialDistributions } from "fintech-algorithms/financial-mathematics-statistics-and-data-foundations/probability-distributions-and-simulation-basics/bernoulli-and-binomial-distributions";

Read them in the order above — the sequence is pedagogical, not alphabetical.

Where this sits#

Financial Mathematics, Statistics, and Data Foundations collects 120 algorithms across 12 families. For the concept behind this family rather than the call signatures, see the concept guides.