page 189, endogenous price section Financial risk forecasting errata

page 189, endogenous price section

April 20, 2013

My FM320 student Richard Dunn spotted that below the equation the \(\Delta P\) was incorrectly defined. It should be: $$\Delta P_2=P_2-P_1$$

page 48.
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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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