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Daniel HERLEMONT. Financial Risk Management. Measuring Financial Risk. Following P. Jorion, Value at Risk, McGraw-Hill. Chapter 4. Daniel HERLEMONT.
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Financial Risk Management

Measuring Financial Risk Following P. Jorion, Value at Risk, McGraw-Hill Chapter 4

Daniel HERLEMONT

Basic Probability and Statistics Certainty and uncertainty Probabilities, distribution, PDF, CDF Mean, variance Multivariable distributions Covariance, correlation, beta Quantile  see FRM chapter 2 and 3 presentations

Daniel HERLEMONT

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