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

Moix, Pierre-Yves

The measurement of market risk : modelling of risk factors, asset pricing, and approximation of portfolio distributions Pierre-Yves Moix - Berlin Springer c2001 - xi, 272 p. : ill. ; 24 cm

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

ISBN: 9783540421436

ISSN: 2001034459

Subjects--Topical Terms:
Capital assets pricing model
Economics
Financial futures - Mathematical models
Options (Finance) - Prices - Mathematical models
Portfolio management - Mathematical models
Risk management - Mathematical models

Dewey Class. No.: 332.6015118 MOI

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

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