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The measurement of market risk :mode...

Moix, Pierre-Yves, (1965-)

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,c2001.
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:	Financial futuresMathematical models.
Online resource:	http://www.loc.gov/catdir/enhancements/fy0813/2001034459-d.html
Online resource:	http://www.loc.gov/catdir/enhancements/fy0813/2001034459-t.html
ISBN:	9783540421436 (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,c2001. - 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: 9783540421436 (pbk.) :NT$4977

LCCN: 2001034459Subjects--Topical Terms:

198982
Financial futures
--Mathematical models.

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 /
LDR:01165cam a22002774a 4500 001 427333
003 DLC
005 20080306084507.0
008 140917s2001 gw a b 001 0 eng
010 $a 2001034459
020 $a 9783540421436 (pbk.) : $c NT$4977
020 $a 3540421432 (pbk.)
020 $a 9783642564819 (ebook)
020 $a 364256481X (ebook)
035 $a 2001034459
040 $a DLC $c DLC $d DLC
042 $a pcc
050 0 0 $a HG6024.A3 $b M64 2001
082 0 0 $a 332.6/01/5118 $2 21
100 1 $a Moix, Pierre-Yves, $d 1965- $3 671318
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 ; $a New York : $b Springer, $c c2001.
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 0 $a Financial futures $x Mathematical models. $3 198982
650 0 $a Risk management $x Mathematical models. $3 190592
650 0 $a Options (Finance) $x Prices $x Mathematical models. $3 224204
650 0 $a Capital assets pricing model. $3 187119
650 0 $a Portfolio management $x Mathematical models. $3 198981
856 4 2 $3 Publisher description $u http://www.loc.gov/catdir/enhancements/fy0813/2001034459-d.html
856 4 1 $3 Table of contents only $u http://www.loc.gov/catdir/enhancements/fy0813/2001034459-t.html