The Measurement of Market Risk : Modelling of Risk Factors, Asset Pricing, and Approximation of Portfolio Distributions /

The objective of this book is to set up an economic quantitative model for the assessment of financial market risk. The Measurement of Market Risk reviews the probabilistic modelling of so-called risk factors, which represent the uncertainty of financial markets, and discusses the issue of risk as t...

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Bibliographic Details

Main Author:	Moix, Pierre-Yves
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	Berlin, Heidelberg : Springer Berlin Heidelberg, 2001.
Series:	Lecture notes in economics and mathematical systems ; 504.
Subjects:	Economics. Finance. Electronic books.
Online Access:	Connect to the full text of this electronic book