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

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.

by Moix, Pierre-Yves
Published 2001

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