Dowd Expected Shortfall (Learning Spreadsheet?)

Discussion in 'P1.T4. Valuation & Risk Models (30%)' started by Aleksander Hansen, May 10, 2012.

  1. Aleksander Hansen

    Aleksander Hansen Well-Known Member

    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
     
  2. David Harper CFA FRM

    David Harper CFA FRM David Harper CFA FRM (test)

  3. Aleksander Hansen

    Aleksander Hansen Well-Known Member

    Thanks David!
     
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  4. ELCH57

    ELCH57 New Member

    Hi David, would you be able to repost the spreadsheet5.d.1. please? The link above does not work anymore. Thank you.
     
    • Winner Winner x 1
  5. David Harper CFA FRM

    David Harper CFA FRM David Harper CFA FRM (test)

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