page 85 ( and not [
November 16, 2011
My MF320 student Ken Starling pointed out that in the penultimate line on page 85 the left side of the interval should be ( since infinity is not included, so $$ (- \infty ,-VaR(p)] $$
November 16, 2011
My MF320 student Ken Starling pointed out that in the penultimate line on page 85 the left side of the interval should be ( since infinity is not included, so $$ (- \infty ,-VaR(p)] $$