Jorion ch 11 Spreadsheets

[drpepper322]

I might be missing something obvious, but is there a spreadsheet for Jorion, Ch 11 - VAR mapping?

This is the only thing i was able to find http://www.bionicturtle.com/how-to/spreadsheet/p2.market-jorion-chapter-11-t5.31.6-var-backtest
but based on the context, this is incorrectly marked as it contains only sheets from Jorion ch. 6.

Any idea where I might be able to find this?

Thanks!

 

[Nicole Seaman]

Hi drpepper322,

Actually you're right. Jorion, Chapter 11 (VaR Mapping) isn't published yet. Rest assured we're doing our best to get these complete ASAP.

Thanks,
Christian

 

[drpepper322]

No problem. Thanks!

 

[Johnny Firpo]

Hi drpepper322,

Actually you're right. Jorion, Chapter 11 (VaR Mapping) isn't published yet. Rest assured we're doing our best to get these complete ASAP.

Thanks,
Christian

Hi,
although David is referring to the spreadsheets (5.c.) of Jorion Chapter 11 in his video these spreadsheets are not published yet. Would it be possible to publish the version of the spreadsheets David is referring to in his video. I guess even if it is an "old" version from your point of view it would be very helpful!

Thanks!

 

[rainer.lux]

Hi

I am looking for the Jorion Chapter 11 spreadsheet 5.c.2. Where can I find it?

Thanks!

 

[Nicole Seaman]

@rainer.lux

If you look in the Study Planner under the topic review for Part 2, there are spreadsheet bundles. The spreadsheet that you are looking for is located in the spreadsheet bundle titled "P2.T5.c XLS Spreadsheet".

Thank you,

Nicole

 

[rainer.lux]

@Nicole Manley

Nicole,

I found it - thank you very much!

Rainer