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is a blog on Quantitative finance codes, methods in math finance focusing on derivative pricing, quantitative trading and risk management. A guest post by Sidharth Mallik. The lognormal distribution is used extensively as an approxmiation to the price of a financial asset after time t given a known price at t=0. However there is very little known about the lognormal distribution and the resources are even more limited. I tried finding books about the lognormal distribution and came up with the following 2 (only 2) : 1. Aitchison J and Brown JAC, 1957. The lognormal distribution, ... Read More
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