Errata for Malcolm Kemp’s Systemic
Risk: A Practitioner’s Guide to Measurement, Management and Analysis,
published by Palgrave Macmillan
[this page | pdf | back links]
The intention is that this page will contain any errata
noted for this book. The following errata have been noted so far:
Page 222. The first formula defining tail value-at-risk
should read:
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