Mina, Jorge <br/><br/>
Return to riskMetrics :  The evolution of a standard / 
Jorge Mina and Jerry Yi Xiao 
 - New York :  RiskMetrics,  2001       
 - vi, 111 p. 
<br/><br/> Methodologies for risk measurement, 5. -- Risk factors, 7. -- Model based on distributional assumptions, 13. -- Models based on empirical distributions, 25. -- Stress testing, 31. -- Pricing considerations, 39. -- Pricing framework, 41. -- Statistics and reports, 63. -- Statistics, 65. -- Reports, 79. -- Appendices, 93. -- Non-normal distributions, 95. -- RiskMetrics publications, 103 
<br/><br/><label>LC Class. No.: </label>OFICINA 6