Dowd Expected Shortfall (Learning Spreadsheet?)

[Aleksander Hansen]

David,
I'm looking at P1.T4 page 128 on Dowd's ES.
[Previously mentioned I had some issues with his formulation, but need to put that aside for the exam.]

Is there a learning spreadsheet associated with the screenshot on page 128? I tried to search but did not find anything.

--Aleks

 

[David Harper CFA FRM]

Hi Aleks,

Yes, http://www.bionicturtle.com/how-to/spreadsheet/2011.t5.d.1.-expected-shortfall/

But if you can't access (it's T5 currently), here it is directly: https://www.dropbox.com/s/5y2yvxxnu6f8k8h/5.d.1.expected_shortfall.xlsx?dl=0

 

[Aleksander Hansen]

Thanks David!

 

[ELCH57]

Hi David, would you be able to repost the spreadsheet5.d.1. please? The link above does not work anymore. Thank you.

 

[David Harper CFA FRM]

Hi @ELCH57 Yes, i fixed above, here it is https://www.dropbox.com/s/5y2yvxxnu6f8k8h/5.d.1.expected_shortfall.xlsx?dl=0