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. Aleksander Hansen

    Aleksander Hansen Well-Known Member

    Thanks David!
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