Enterprise Risk Management Slides

Risk measures [9]

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Bullet points include: Note difference between p(x) and x.p(x) in integrals. Probability distribution, density p(x), of outcomes (suitably centred). VaR, TVaR, expected shortfall

Bullet points include: Note difference between p(x) and x.p(x) in integrals. Probability distribution, density p(x), of outcomes (suitably centred). VaR, TVaR, expected shortfall

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