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 |  Summer 1995 |
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RiskMetrics demonstrator spreadsheet now incorporates risk relative to JPM Index
by
Jacques Longerstaey
more information... |
Adjusting correlations for nonsynchronous data
by
Jacques Longerstaey
more information... |
Mapping and estimating VaR in interest rate swaps
by
Jacques Longerstaey
more information... |
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 255 KB
Download this entire issue of the RiskMetrics Monitor
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