Event-driven financing and Leptokurtic frequency distribution: Difference between pages

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Financing for new strategic investments, contrasted with refinancing existing operations and structures.
A leptokurtic frequency distribution (or leptokurtotic distribution) has a larger number of values clustered at the peak and in the tails, than a comparable normal distribution with the same variance and mean.
 
 
<span style="color:#4B0082">'''''Go forth and borrow'''''</span>
 
:"Businesses cannot afford to simply press pause on their strategic investments, especially when the finer details of the UK's future could take years to emerge.
 
:And, with the cost of capital so low, rarely has there been a better time for corporate treasurers to raise event-driven financing."
 
:''The Treasurer magazine, March 2017 p37 - Ian Baggott, head of loan markets, Lloyds Bank.''


A possible explanation for this shape is that the market under review is mean reverting for small market movements (explaining the clustering at the peak) and trending for large market movements (explaining the clustering in the tails).


== See also ==
== See also ==
* [[Brexit]]
* [[Frequency distribution]]
* [[Investment]]
* [[Leptokurtosis]]
* [[Refinancing]]
* [[Lognormal frequency distribution]]
* [[Mean reversion]]
* [[Normal distribution]]
* [[Normal frequency distribution]]
* [[Tail]]
* [[Trend analysis]]
* [[Volatility smile]]


[[Category:Investment]]
[[Category:Financial_products_and_markets]]

Revision as of 14:19, 23 October 2012

A leptokurtic frequency distribution (or leptokurtotic distribution) has a larger number of values clustered at the peak and in the tails, than a comparable normal distribution with the same variance and mean.

A possible explanation for this shape is that the market under review is mean reverting for small market movements (explaining the clustering at the peak) and trending for large market movements (explaining the clustering in the tails).

See also


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