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
notice - this message contains information intended only for the use of the
addressee named above . it may also be confidential and / or privileged . if
you are not the intended recipient of this message you are hereby notified
that you must not disseminate , copy or take any action in reliance on it . if
you have received this message in error please notify postmaster @ bhp . com .
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
notice - this message contains information intended only for the use of the
addressee named above . it may also be confidential and / or privileged . if
you are not the intended recipient of this message you are hereby notified
that you must not disseminate , copy or take any action in reliance on it . if
you have received this message in error please notify postmaster @ bhp . com .