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  1. G

    Is there any difference in calculation of type 1 and 2 errors?

    Thank you so much David!
  2. G

    Is there any difference in calculation of type 1 and 2 errors?

    Hi David, regarding Q 60.2 we would not be having access to Excel, how do I do this in the exam if theres a question like this? should I calculate probabilities for X=0, 1, 2, 3, 4, 5. I am sure I missing something here. Please help.
  3. G

    P2.T6.311. Credit VaR using single-factor model, Malz section 8.4

    Thanks David! will look it up.
  4. G

    P2.T6.311. Credit VaR using single-factor model, Malz section 8.4

    Hi David regarding Q311.2 same question as above how do you calculate N(-1) 2% and N(-1) 99.9% from z table kindly help!
  5. G

    EVT Learning objective

    Hi, The Learning objectives for GEV and POT states " Compare and Contrast GEV and POT" Should we know how to calculate VAR and ES (POT)?
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