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NEW CAMBRIDGE STATISTICAL TABLES (2nd edn).

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ISBN 0 57 5 4. The contents have been updated to reflect more fully the evolving syllabus requirements of the profession, and also in the case of the Tables to reflect more contemporary experience and methods. Correspondingly, there has been some modest removal of material which has either become redundant with syllabus changes or obviated by the availability of pocket calculators.

As in the predecessor book, it is important to note that these tables have been produced for the sole use of examination candidates.

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The profession does not express any opinion whatsoever as to the circumstances in which any of the tables may be suitable for other uses. Derivations of these formulae may still be required under the relevant syllabuses. In these tables, log denotes logarithms to base e. Where formulae have been omitted below, this indicates that a there is no simple formula or b the function does not have a finite value or c the function equals zero. The distribution function for the chi-square distribution is tabulated in the statistical tables section. For larger values of 1n and 2n the normal approximation can be used.

Pseudorandom values from the 0,1 U distribution and the 0,1 N distribution are included in the statistical tables section. Let s t be the spot rate for the period 0, t. Let f t be the instantaneous forward rate at time 0 for time t. In this section, q denotes the continuously-payable dividend rate.


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