example 4.3 Financial risk forecasting errata

example 4.3

November 16, 2011

My FM320 student Daniel Payne pointed out that in example 4.3 in third line from the bottom the subscript on the weight is wrong, its right in the preceding line, so in both cases it should be:$$ (w_X \sigma_X + w_Y \sigma_Y)^2$$

page 85 ( and not [
Var(WE+1) and not Var(WT+1) on page 144

Financial Risk Forecasting
Market risk forecasting with R, Julia, Python and Matlab. Code, lecture slides, implementation notes, seminar assignments and questions.
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