Serving the Quantitative Finance Community

Search found 1 match

by olim275
June 18th, 2012, 3:45 pm
Forum: General Forum
Topic: Expected Shortfall
Replies: 6
Views: 50684

Expected Shortfall

Hi acastaldo,I wanted to ask if g(k) gives final partial expectation or we should multiply it with probability to get the expectation.Thanks