FW: notes for VAR course

< -----Original Message-----
< From: McCarthy, Jane J
< Sent: Wednesday, 25 October 2000 16:55
< To: 'vkaminski@aol.com'
< Subject: notes for VAR course
<
< Dr. Kaminski,
<
< I attended your VAR course in Sydney in July, but when I went back to look
at the notes recently I found that I am missing some sections (e.g. Optimal
techniques for measuring VAR, Using Monte Carlo techniques to accurately
calculate VAR, Evaluating the impact of volatility and extreme values on
VAR). Would you be able to send me a copy of your notes, as I am about to
embark on a VAR modelling exercise and I am sure they would be very useful.
<
< regards,
< Jane McCarthy
< Manager Market Risk
< BHP Co. Pty Ltd.
< Lvl. 45, 600 Bourke Street
< Melbourne, VIC 3000
< AUSTRALIA
<
< Ph: 613 9 609 3860
< Fax: 613 9 609 3861
< email: mccarthy.jane.j@bhp.com.au
<
<
<
EOM

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