page 48. Financial risk forecasting errata

page 48.

April 20, 2013

My FM320 student Chi Li spotted that section 2.6.4 second paragraph, last sentence: This is consistent with the residual analysis in Table 2.4. This should instead be Table 2.5.

Table 8.3 and 8.4
page 189, endogenous price section

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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