Enterprise Risk Management Slides

Measuring and managing market, credit and Op risk [104]

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Bullet points include: Consistent Asymptotically Gaussian Where I(theta) is the ‘information matrix’, i.e.: Asymptotically efficient, in the sense that it is the consistent, asymptotically Gaussian estimator with the smallest variance

Bullet points include: Consistent Asymptotically Gaussian Where I(theta) is the ‘information matrix’, i.e.: Asymptotically efficient, in the sense that it is the consistent, asymptotically Gaussian estimator with the smallest variance

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