Return to riskMetrics : The evolution of a standard / Jorge Mina and Jerry Yi Xiao

By: Contributor(s): Material type: TextTextLanguage: EN Publication details: New York : RiskMetrics, 2001 Description: vi, 111 pLOC classification:
  • OFICINA 6
Summary: 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
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Item type Current library Home library Collection Shelving location Call number Copy number Status Barcode
Libro Libro Biblioteca Juan Bosch Biblioteca Juan Bosch Automatización y Procesos Técnicos Automatización y Procesos Técnicos (1er. Piso) OFICINA 6 (Browse shelf(Opens below)) 1 Available 00000004511

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

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