The measurement of market risk : modelling of risk factors, asset pricing, and approximation of portfolio distributions /

The measurement of market risk : modelling of risk factors, asset pricing, and approximation of portfolio distributions /

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Bibliographic Details
Author / Creator:	Moix, Pierre-Yves, 1965-
Imprint:	New York : Springer, 2001.
Description:	xi, 272 p. : 36 fig., 37 tab.
Language:	English
Series:	Lecture notes in economics and mathematical systems ; 504 Lecture notes in economics and mathematical systems 504.
Subject:	Financial futures -- Mathematical models. Risk management -- Mathematical models. Options (Finance) -- Prices -- Mathematical models. Capital assets pricing model. Portfolio management -- Mathematical models. Capital assets pricing model. Financial futures -- Mathematical models. Options (Finance) -- Prices -- Mathematical models. Portfolio management -- Mathematical models. Risk management -- Mathematical models.
Format:	Print Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/4471257

Hidden Bibliographic Details
ISBN:	3540421432 (pbk. : alk. paper)
Notes:	Rev. of the author's thesis (doctoral)--University of St. Gallen, 1999. Includes bibliographical references and index.

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Call Number:	HB195.L4911 no.504
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