vol and mean numbers page 104 Financial risk forecasting errata

vol and mean numbers page 104

November 16, 2011

My MF320 student Ken Starling pointed out that I refer to Table 1.2 on page 104, but cite different numbers, so instead of 0.021% and 1.1% for mean and vol, use 0.019% and 1.16%.


Wrong word order on page 44
page 85 ( and not [


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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