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

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Bibliographic Details
Main Author: Moix, Pierre-Yves, 1965-
Format: Book
Language:English
Published: Berlin ; New York : Springer, [2001]
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.

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Call Number: HG6024.A3 M64 2001
 
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HG6024.A3 M64 2001 Available