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

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Bibliographic Details
OCLC:46976645
Main Author: Moix, Pierre-Yves, 1965-
Corporate Author: Universität St. Gallen
Language:English
Published: Berlin ; New York : Springer, c2001.
Series:Lecture notes in economics and mathematical systems, 504.
Subjects:
Financial futures > Mathematical models.
Risk management > Mathematical models.
Options (Finance) > Prices > Mathematical models.
Capital assets pricing model.
Portfolio management > Mathematical models.
Risicotheorie.
Portfolio-theorie.
Prijstheorie.
Econometrische modellen.
Stochastische modellen.
Benaderingen (wiskunde)
Format:

Thesis Monograph

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