Enterprise Risk Management Slides

Measuring and managing market, credit and Op risk [118]

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Bullet points include: Pdf involves two parameters: Method of moments: Mean, variance are Maximum likelihood: Likelihood is Log likelihood is: Maximised when Solve latter approximately as Or numerically using e.g. www.nematrian.com toolkit

Bullet points include: Pdf involves two parameters: Method of moments: Mean, variance are Maximum likelihood: Likelihood is Log likelihood is: Maximised when Solve latter approximately as Or numerically using e.g. www.nematrian.com toolkit

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