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errata

  1. Nicole Seaman

    errata Errata for Miller, Mathematics and Statistics for Financial Risk Management 2016-10-13

    Errata for Mathematics and Statistics for Financial Risk Management, 2nd Edition
  2. David Harper CFA FRM

    Coskew and Cokurtosis in Miller Chapter 3 (P1 FRM)

    In analyzing Miller's spreadsheet, I realized his book displays the formulas for co-skew and co-kurtosis incorrectly. There is a thematic confusion between the (unstandardized) cross-central moments versus "skew" and "kurtosis" which are standardized: 3.42 and 3.47 forget to divide by N, so they...
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