Homework 2 is a medium homework, counting twice as much as a short homework, and is due September 5 at the beginning of class. It will be taken using Google Forms, something I am experimenting with, so please let me know if you run into any problems. This homework requires you to read sections (A.1) through (A.3) of (CN.1) Histograms and VaR.
Open your spreadsheet from last class (if you have it) and also open this spreadsheet
Today we finish the worksheet from last class.
Then we will begin working on this worksheet concerning Value-at-Risk (VaR) and the 2008 financial crisis.