Re: my journal 3 
Daily math done:
They came up with 4 new exercises, so I've done many, but I still have 49 exercises to go. 80% of work done. After this, I will have very solid foundations (and what's most important, I will have confidence in my math skills), but still not enough to tackle portfolio theory. I have plenty of time in my hands anyway, since there's no capital in sight. And this is the best investment of my time.
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Read: E.P. Chan, Cogneau - Hubner, Martin Sewell, Gail Tverberg. Search: expected shortfall, historical VaR, Monte Carlo VaR, extreme value theory.
Last edited by travis; Dec 3, 2011 at 9:24am.
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