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quantmeh
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Joined: April 6th, 2007, 1:39 pm

New Books - 4 Vols. Market Risk Analysis: Quantitative Methods in Finance - Value-at-Risk Models by Carol Alexander

February 23rd, 2009, 2:24 pm

QuoteOriginally posted by: FaridMoussaouiThere is no relationship between the fact that the book is produced in India and copyright infringement.i didnt make any comments about copyright infringement and outsourcing yet, but i can make one now. i think that copyright infringement is more likely to happen anywhere in the world than in US or Europe.i was only ranting about the typesetting. again, i still think the book is good despite its printing quality. i didnt look at cd-rom with excel yet. there's a lot of graphs and tables with examples from stat analysis of real data. i like it. also, there are no proofs - and i love it, keep the proofs for mathematicians. i'll try 3rd volume next week. vol 1 was very basic, maybe not worth its price tag, not sure.
 
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coalexander
Posts: 93
Joined: July 14th, 2002, 3:00 am

New Books - 4 Vols. Market Risk Analysis: Quantitative Methods in Finance - Value-at-Risk Models by Carol Alexander

February 23rd, 2009, 2:39 pm

Not a pirated version of Vol 3, I trust
Last edited by coalexander on February 22nd, 2009, 11:00 pm, edited 1 time in total.
 
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FaridMoussaoui
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Joined: June 20th, 2008, 10:05 am
Location: Genève, Genf, Ginevra, Geneva

New Books - 4 Vols. Market Risk Analysis: Quantitative Methods in Finance - Value-at-Risk Models by Carol Alexander

February 23rd, 2009, 2:54 pm

QuoteOriginally posted by: jawabeani was only ranting about the typesetting. again, i still think the book is good despite its printing quality. i didnt look at cd-rom with excel yet. there's a lot of graphs and tables with examples from stat analysis of real data. i like it. also, there are no proofs - and i love it, keep the proofs for mathematicians. i'll try 3rd volume next week. vol 1 was very basic, maybe not worth its price tag, not sure.Prof Alexander, as a mathematician, put a lot of theorems in the books but didn't mention them.And the proofs are there!!!F.
 
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rmeenaks
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Joined: May 1st, 2006, 2:31 pm

New Books - 4 Vols. Market Risk Analysis: Quantitative Methods in Finance - Value-at-Risk Models by Carol Alexander

February 23rd, 2009, 3:50 pm

QuoteThe story goes that some of the folks who bought these notes took them along to the exam for last minute revision, and of course the proctors noticed them reading them, and from there they were booted from the CFA program and likely reported to the copyright holder of the notes as well.Morons...If you are going to do it, at least be somewhat intelligent about it...PS: I *finally* got the fourth volume. It is really slow here in the states :-(
Last edited by rmeenaks on February 22nd, 2009, 11:00 pm, edited 1 time in total.
 
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quantmeh
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New Books - 4 Vols. Market Risk Analysis: Quantitative Methods in Finance - Value-at-Risk Models by Carol Alexander

February 23rd, 2009, 4:19 pm

QuoteOriginally posted by: coalexanderNot a pirated version of Vol 3, I trust not unless someone checks it out from our library before i'm done with Vol 2
 
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ppauper
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New Books - 4 Vols. Market Risk Analysis: Quantitative Methods in Finance - Value-at-Risk Models by Carol Alexander

February 24th, 2009, 1:50 pm

QuoteOriginally posted by: jawabeanQuoteOriginally posted by: FaridMoussaouiThere is no relationship between the fact that the book is produced in India and copyright infringement.i didnt make any comments about copyright infringement and outsourcing yet, but i can make one now. i think that copyright infringement is more likely to happen anywhere in the world than in US or Europe..agreed: if salaries are lower in an outsourced country, the relative benefits for copyright infringement become larger(of course, if they chop your hands off for copyright infringement, you're less likely to do it)
 
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J
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Joined: November 1st, 2001, 12:53 am

New Books - 4 Vols. Market Risk Analysis: Quantitative Methods in Finance - Value-at-Risk Models by Carol Alexander

April 1st, 2009, 10:23 pm

Carol's 4 new books are great. Meanwhile I am interested in theoretical justification ini probability and statistics while reading your books.Can you highly recommend a couple of books in probability and statistics for theoretical justification and references?
 
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DrBen
Posts: 500
Joined: February 8th, 2003, 1:24 pm

New Books - 4 Vols. Market Risk Analysis: Quantitative Methods in Finance - Value-at-Risk Models by Carol Alexander

May 11th, 2009, 7:23 pm

Carol, looking forward to getting your book, but I was wondering whether the (inevitable) typos fixes had been integrated within the print runs, and if so which ones (the box set or a individual editions). On another note, if there a discount if I buy say 3 box sets. Whether typo integrated or not, then really appreciate the huge effort it must have take to put this work together, it fact for folk like me with endless people demanding VaR implementations its a bit of a God send.
 
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coalexander
Posts: 93
Joined: July 14th, 2002, 3:00 am

New Books - 4 Vols. Market Risk Analysis: Quantitative Methods in Finance - Value-at-Risk Models by Carol Alexander

May 11th, 2009, 8:05 pm

Hi Dr BenThe 4-vol set has all typos from first printing of first 3 vols corrected. There are a few typos in Vol IV, but not very many because I took more time with Vol IV production than I did with the other 3 vols. If you buy individual copies, then you should get typos corrected in vols I - III and - if you wait a few weeks - also in Vol IV, because Wileys are re-printing vol IV this week. All typos are on the www.marketriskanalysis.com section of my website (carolalexander.org)Thanks for your kind comments, I am very happy to hear that you find the books useful,Carol
 
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J
Posts: 1798
Joined: November 1st, 2001, 12:53 am

New Books - 4 Vols. Market Risk Analysis: Quantitative Methods in Finance - Value-at-Risk Models by Carol Alexander

May 28th, 2009, 8:42 pm

Carol,It looks there are mistakes in the footnote on page 203 in Vol II.
 
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coalexander
Posts: 93
Joined: July 14th, 2002, 3:00 am

New Books - 4 Vols. Market Risk Analysis: Quantitative Methods in Finance - Value-at-Risk Models by Carol Alexander

May 29th, 2009, 8:37 am

Thanks Jason, you are right, the first sentence reads QuoteWhilst the unconditional variance is the same for both processes, the conditional variance differs.But it should read QuoteWhilst the conditional variance is the same for both processes, the unconditional variance differs. Now to clarify your further questions, sent by email:The model X_t = const + rho*X_t-1 + epsilom_t has an error process epsilom_t and the conditional variance of this is the conditional variance of X_t irrespective of whether rho is zero or non-zero. On p203 I use an iid(0, sigma^2) distn for epsilom, but in a GARCH process we would give more detail, actually specifying the *conditional* distn of epsilom.Note there is a discussion forum for each volume on www.marketriskanalysis.comThanks again, Carol
 
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ppauper
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New Books - 4 Vols. Market Risk Analysis: Quantitative Methods in Finance - Value-at-Risk Models by Carol Alexander

October 13th, 2009, 8:01 am

for those interested, ms alexander is a candidate in the PRMIA board elections
 
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quantmeh
Posts: 5974
Joined: April 6th, 2007, 1:39 pm

New Books - 4 Vols. Market Risk Analysis: Quantitative Methods in Finance - Value-at-Risk Models by Carol Alexander

October 20th, 2009, 9:40 pm

QuoteOriginally posted by: ppauperfor those interested, ms alexander is a candidate in the PRMIA board electionsdeadline's approaching, dont forget to cast your votes
 
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ppauper
Posts: 70239
Joined: November 15th, 2001, 1:29 pm

New Books - 4 Vols. Market Risk Analysis: Quantitative Methods in Finance - Value-at-Risk Models by Carol Alexander

October 21st, 2009, 8:07 am

QuoteOriginally posted by: jawabeanQuoteOriginally posted by: ppauperfor those interested, ms alexander is a candidate in the PRMIA board electionsdeadline's approaching, dont forget to cast your votesvote early and often !
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