More on ES for the normal Financial risk forecasting errata

More on ES for the normal Financial risk forecasting errata

More on ES for the normal

April 20, 2013

My FM320 student Richard Dunn spotted that second equation under section 5.3.4 is missing a minus in front.

page 189, endogenous price section

Figure 8.1

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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