LGDR = ln(P1/P0) = ln(1+NDR)0AALGDR = LGAGDR = 0.1NDR = (P1-P0)/P0 = exp(LGDR)-10meanNDR = AAGDR-1 = 0.656986medianNDR = GAGDR-1 = 0.105171modeNDR = modeGDR-1 = -0.508356-1GDR = P1/P0 = 1+NDR0AAGDR = exp(AALGDR+σ^2/2) = 1.656986GAGDR = exp(AALGDR) = 1.105171modeGDR = exp(AALGDR-σ^2) = 0.491644P1 = P0*exp(LGDR) = P0*(1+NDR)0P1mean = P0*AAGDR = 1.988383P1median = P0*GAGDR = 1.326205P1mode = P0*modeGDR = 0.589973frequencyLegend = mean = median = modeAALGDR = 0.1σ = SDLGDR = 0.9P0 = 1.2 = current pricePrice and Return Probability Density Functions