P2. Dowd Chapter 3 queries

[amresh]

Hi David/ Other members,

Two things which i had difficulty to understand from videos/ notes are:

1. Estimating standard errors for estimators of coherent risk measures -->confidence interval method illustrated in Dowd.
2. Calculation of normal deviate in coherent risk measurement example.

Could you please through more light on the same.

Regards,
Amresh

 

[amresh]

Got the part 2. Still working on part 1, which is complex.

Hi David/ Other members,

Two things which i had difficulty to understand from videos/ notes are:

1. Estimating standard errors for estimators of coherent risk measures -->confidence interval method illustrated in Dowd.
2. Calculation of normal deviate in coherent risk measurement example.

Could you please through more light on the same.

Regards,
Amresh