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 |