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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.
Description
Item Description:Revised of the author's thesis (doctoral)--University of St. Gallen, 1999.
Physical Description:xi, 272 pages : illustrations ; 24 cm.
Bibliography:Includes bibliographical references (pages [253]-263) and index.
ISBN:3540421432 (pbk. : alk. paper)
ISSN:0075-8442 ;