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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 /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	The measurement of market risk :Pierre-Yves Moix.
其他題名:	modelling of risk factors, asset pricing, and approximation of portfolio distributions /
作者:	Moix, Pierre-Yves,
出版者:	Berlin ;Springer,c2001.
面頁冊數:	xi, 272 p. :ill. ;24 cm.
附註:	Rev. of the author's thesis (doctoral)--University of St. Gallen, 1999.
叢書名:	Lecture notes in economics and mathematical systems,
標題:	Financial futuresMathematical models.
電子資源:	http://www.loc.gov/catdir/enhancements/fy0813/2001034459-d.html
電子資源:	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 /
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