Lecture Notes
Measuring Risk – Dynamic Models
Description:
Lecture presentation on measuring risk, dynamic models, the case of the random walk, and the case of the mean reverting process.
Resource Type:
Lecture Notes
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Measuring Risk – Dynamic Models
Course Info
Instructor
Departments
As Taught In
Spring
2009
Level
Course Info
Instructor
Departments
As Taught In
Spring
2009
Level
Learning Resource Types
assignment
Activity Assignments
assignment
Problem Sets
