page 85 ( and not [ Financial risk forecasting errata

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 $$ (- \infty ,-VaR(p)] $$

vol and mean numbers page 104
example 4.3

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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