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:
Format: Print Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/4471257
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ISBN:3540421432 (pbk. : alk. paper)
Notes:Rev. of the author's thesis (doctoral)--University of St. Gallen, 1999.
Includes bibliographical references and index.