Table 8.3 and 8.4 Financial risk forecasting errata

Table 8.3 and 8.4

April 20, 2013

My FM320 students Jocelyn Tete and Chi Li independently spotted incorrect references where the reference to the four VaR models reported in Table 8.2/8.3 should have been 8.1 and 8.2 instead.

page 90
page 48.

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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