CorrectionPosted 20 April 2013

More on ES for the normal

Name: Financial Risk Forecasting: The Theory and Practice of Forecasting Market Risk with Implementation in R and Matlab
Availability: InStock
Author: Jon Danielsson
ISBN: 978-0470669433

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

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