The Measurement of market risk : Modelling of risk factors, asset pricing, and approximation of portfolio distributions / Pierre-Yves Moix
Material type:
TextSeries: Lecture notes in economics and mathematical systems ; 504Publisher: Berlin,Springer-Verlag,2001Description: xi, 272p;pbkISBN: 9783540421436Subject(s): Economics | Financial economics | Options (Finance)-Prices-Mathematical models | Risk management-Mathematical models | Financial futures-Mathematical models | Portfolio management-Mathematical models | Capital assets, Pricing modelDDC classification: 332.6015118
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IGIDR | 332.6015118 MOI (Browse shelf) | Available | 24662 |
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| 332.6015118 BOU Financial markets and martingales : | 332.6015118 KOR Optimal portfolios : | 332.6015118 LUE Investment science / | 332.6015118 MOI The Measurement of market risk : | 332.601515 TAY Modelling financial time series / | 332.6015195 CHA Econophysics of markets and business networks : | 332.6015195 FAB Robust portfolio optimization and management / |