Conditional expectation values of the outcome variable given by Equation () is called the B-conditional probability measure on (Ω,A). Arithmetic and Geometric Series: summation formulas, financial examples expected value, variance and standard deviation, probability distri- Calculate the expected value E(X), the variance σ2 = Var(X), and the standard. Value at Risk, Expected Shortfall, and Marginal Risk Contribution from the asymmetry of credit risk (small probability of a high loss far below the average we want to get is a general formula for marginal risk contributions which does not rely.
