The measurement of market risk : modelling of risk factors, asset pricing, and approximation of portfolio distributions /
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| 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 |
MARC
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| 100 | 1 | |a Moix, Pierre-Yves, |d 1965- |0 http://id.loc.gov/authorities/names/n2001101993 |1 http://viaf.org/viaf/37811496 | |
| 245 | 1 | 4 | |a The measurement of market risk : |b modelling of risk factors, asset pricing, and approximation of portfolio distributions / |c Pierre-Yves Moix. |
| 260 | |a New York : |b Springer, |c 2001. | ||
| 300 | |a xi, 272 p. : |b 36 fig., 37 tab. | ||
| 336 | |a text |b txt |2 rdacontent |0 http://id.loc.gov/vocabulary/contentTypes/txt | ||
| 337 | |a unmediated |b n |2 rdamedia |0 http://id.loc.gov/vocabulary/mediaTypes/n | ||
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| 490 | 1 | |a Lecture notes in economics and mathematical systems ; |v 504 | |
| 500 | |a Rev. of the author's thesis (doctoral)--University of St. Gallen, 1999. | ||
| 504 | |a Includes bibliographical references and index. | ||
| 505 | 0 | 0 | |g 1. |t Introduction -- |g 2. |t Risk and Risk Measures -- |g 3. |t Modelling the Dynamics of the Risk Factors -- |g 4. |t Valuation of Financial Instruments -- |g 5. |t Approximation of the Portfolio Distribution -- |g 6. |t Sample Estimation of Risk Measures -- |g 7. |t Conclusion and Outlook -- |g A. |t Probability and Statistics. |
| 650 | 0 | |a Financial futures |x Mathematical models. | |
| 650 | 0 | |a Risk management |x Mathematical models. |0 http://id.loc.gov/authorities/subjects/sh2008110811 | |
| 650 | 0 | |a Options (Finance) |x Prices |x Mathematical models. |0 http://id.loc.gov/authorities/subjects/sh2010104480 | |
| 650 | 0 | |a Capital assets pricing model. |0 http://id.loc.gov/authorities/subjects/sh85019932 | |
| 650 | 0 | |a Portfolio management |x Mathematical models. |0 http://id.loc.gov/authorities/subjects/sh2008109870 | |
| 650 | 7 | |a Capital assets pricing model. |2 fast |0 http://id.worldcat.org/fast/fst00846288 | |
| 650 | 7 | |a Financial futures |x Mathematical models. |2 fast |0 http://id.worldcat.org/fast/fst00924634 | |
| 650 | 7 | |a Options (Finance) |x Prices |x Mathematical models. |2 fast |0 http://id.worldcat.org/fast/fst01046902 | |
| 650 | 7 | |a Portfolio management |x Mathematical models. |2 fast |0 http://id.worldcat.org/fast/fst01072082 | |
| 650 | 7 | |a Risk management |x Mathematical models. |2 fast |0 http://id.worldcat.org/fast/fst01098179 | |
| 830 | 0 | |a Lecture notes in economics and mathematical systems |v 504. |0 http://id.loc.gov/authorities/names/n42015164 | |
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| 928 | |t Library of Congress classification |a HB195.L4911 no.504 |l ASR |c ASR-JRLASR |i 4280970 | ||
| 927 | |t Library of Congress classification |a HB195.L4911 no.504 |l ASR |c ASR-JRLASR |g Analytic |b A54612790 |i 7069934 | ||