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Recent content by mh2452

  1. M

    de Servigny, Chapter 3 - Spreadsheet

    Hi Where could I find the spreadsheet associated to this chapter? In general I am having a hard time finding the spreadsheet when the link is not given in the lecture notes or the sheet not listed in the section directly, any hint? thank you
  2. M

    jorion chapter 11 mapping var

    Thank you !!
  3. M

    jorion chapter 11 mapping var

    Sorry if it has been asked before. Where would I find the excel sheet associated to Jorion, Chapter 11. I cannot seem to find it along with the video...
  4. M

    VaR option / Bond

    Hi May be I am getting confused but I am trying to reconcile the intuition behind the VaR for an equity option with that of a bond If I am not mistaken, 1- VaR Stock = Stock * deviate * vol for lets say 1 day then VaR Option = VaRstock * Delta - 0.5 VaRstock^2 * gamma 2- VaR(Yield) =...
  5. M

    Part 1, Topic 4: Valuation and Risk Models - Review

    Hi Where would be the spreadsheet for the first practise question in the video (2 bonds VaR) thank you
  6. M

    Coskewness and Cokurtosis

    Hi guys I was wondering if there is a good intuitive interpretation of these 2... Cheers