The Measurement of market risk : Modelling of risk factors, asset pricing, and approximation of portfolio distributions /
Pierre-Yves Moix
- Berlin Springer-Verlag 2001
- xi, 272p;pbk
- Lecture notes in economics and mathematical systems ; 504 .
9783540421436
Economics Financial economics Options (Finance)-Prices-Mathematical models Risk management-Mathematical models Financial futures-Mathematical models Portfolio management-Mathematical models Capital assets, Pricing model