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Course How to Prioritize Practice Questions
Hello, I have opted for Bionic Turtle's study material for Part 2, mainly due to the positive feedbacks on the quality of the comprehensive practice questions. While I do believe that the best preparation entails solving the largest number of practice questions, it is honestly unmanageable and...- Jul Jul
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- Replies: 5
- Forum: Frequently Asked Questions (FAQs)
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Calculation of Tail VaR in ES and Normal Deviate in Spectral Measure
Hello, I have just started with the first instructional video of part 2, covering market risk measures. In the ES calculation, I do understand the concept, but what is confusing me after many hours of trying to figure it out, is the calculation of the tail VaRs. For example, for the 99% CL...- Jul Jul
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- expected shortfall normal deviate spectral measure tail var z-score
- Replies: 5
- Forum: P2.T5. Market Risk Measurement & Management