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Author:

Moix, Pierre-Yves, 1965-

Title:

The measurement of market risk : modelling of risk factors, asset pricing, and approximation of portfolio distributions / Pierre-Yves Moix.

Publisher:

Springer,

Copyright Date:

c2001

Description:

xi, 272 p. : ill. ; 24 cm.

Subject:

Financial futures--Mathematical models.
Risk management--Mathematical models.
Options (Finance)--Mathematical models.--Mathematical models.
Capital assets pricing model.
Portfolio management--Mathematical models.

Notes:

Rev. of the author's thesis (doctoral)--University of St. Gallen, 1999. Includes bibliographical references (p. [253]-263) and index.

Series:

Lecture notes in economics and mathematical systems, 504

ISBN:

9783540421436 (pbk. : alk. paper)
3540421432 (pbk. : alk. paper)

OCLC:

(OCoLC)46976645

LCCN:

2001034459

Locations:

USUX851 -- Iowa State University - Parks Library (Ames)