4 and 20 on page 96 Financial risk forecasting errata
4 and 20 on page 96
June 9, 2012
My FM320 student Akash Jhunjhunwala points out that on page 96, the last line on the first paragraph, the 1% and 5% levels corresponds to the 4th and 20th values respectively, not the 5th and 25th as suggested in the brackets.