All:  For those people wanting to learn more about Var calculation and application, I've put a copy of JP Morgan's RiskMetrics documentation on the P: drive under \MidMarketing\RiskMetrics.
Of the five documents, Part 2 probably gets most directly at the questions that were being asked in Matt's seminar.
Tim H

Seminar Followup: RiskMetrics

All: For those people wanting to learn more about Var calculation and application, I've put a copy of JP Morgan's RiskMetrics documentation on the P: drive under \MidMarketing\RiskMetrics.
Of the five documents, Part <NUMBER> probably gets most directly at the questions that were being asked in Matt's seminar.
Tim H
probably gets directly application ve copy riskmetrics documentation asked matt documents number var calculation drive midmarketing jp morgan people wanting learn