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The measurement of market risk : = m...

Moix, Pierre-Yves, (1965-)

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

Record Type:	Language materials, printed : Monograph/item
Title/Author:	The measurement of market risk :/ Pierre-Yves Moix.
Reminder of title:	modelling of risk factors, asset pricing, and approximation of portfolio distributions /
Author:	Moix, Pierre-Yves,
Published:	Berlin :Springer, : 2001.,
Description:	xi, 272 p. :ill. ;24 cm.
Notes:	Rev. of the author's thesis (doctoral)--University of St. Gallen, 1999.
Series:	Lecture notes in economics and mathematical systems,
Subject:	Capital assets pricing model. -
ISBN:	3540421432 (pbk.) :

The measurement of market risk : = modelling of risk factors, asset pricing, and approximation of portfolio distributions /
Moix, Pierre-Yves,1965-

The measurement of market risk :modelling of risk factors, asset pricing, and approximation of portfolio distributions /Pierre-Yves Moix. - Berlin :Springer,2001. - xi, 272 p. :ill. ;24 cm. - Lecture notes in economics and mathematical systems,5040075-8442 ;.

Rev. of the author's thesis (doctoral)--University of St. Gallen, 1999.

Includes bibliographical references (p. [253]-263) and index.

ISBN: 3540421432 (pbk.) :EUR45.95

LCCN: 2001034459Subjects--Topical Terms:

646740
Capital assets pricing model.

LC Class. No.: HG6024.A3 / M64 2001

Dewey Class. No.: 332.6/01/5118

The measurement of market risk : = modelling of risk factors, asset pricing, and approximation of portfolio distributions /
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100 $a Moix, Pierre-Yves, $d 1965- $3 732642
245 1 4 $a The measurement of market risk : $b modelling of risk factors, asset pricing, and approximation of portfolio distributions / $c Pierre-Yves Moix.
260 $a Berlin : $c 2001. $b Springer,
300 $a xi, 272 p. : $b ill. ; $c 24 cm.
440 0 $a Lecture notes in economics and mathematical systems, $x 0075-8442 ; $v 504
500 $a Rev. of the author's thesis (doctoral)--University of St. Gallen, 1999.
504 $a Includes bibliographical references (p. [253]-263) and index.
650 $a Capital assets pricing model. $3 646740
650 $a Financial futures $x Mathematical models. $3 666154
650 $a Options (Finance) $x Prices $x Mathematical models. $3 688603
650 $a Portfolio management $x Mathematical models. $3 647826
650 $a Risk management $x Mathematical models. $3 713035