Figure 8.1 Financial risk forecasting errata
Code and support
Errata
Book code
Seminars
Implementaion
questions
assignments
Errata
Book code
Seminars
Implementaion
questions
assignments
Slides
About the author
Daily risk forecast
Blog
Code and support
Errata
Book code
Seminars
Implementaion
questions
assignments
Errata
Book code
Seminars
Implementaion
questions
assignments
Slides
About the author
Daily risk forecast
Blog
Figure 8.1
April 20, 2013
My FM320 student Chi Li spotted yet another problem in the cursed Figure 8.1, where MW should be MA.
More on ES for the normal
Section 8.3.2
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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