The Measurement of Market Risk Modelling of Risk Factors, Asset Pricing, and Approximation of Portfolio Distributions

The Measurement of Market Risk Modelling of Risk Factors, Asset Pricing, and Approximation of Portfolio Distributions / by Pierre-Yves Moix.

This book is a revised version of my doctoral dissertation submitted to the University of St. Gallen in October 1999. I would like to thank Dr. oec. Marc Wildi whose careful reading of much of the text led to many improvements. All errors remain mine. Pfiiffikon SZ, Switzerland, March 2001 Pierre-Yv...

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Bibliographic Details
Main Author: Moix, Pierre-Yves (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2001.
Edition:1st ed. 2001.
Series:Lecture Notes in Economics and Mathematical Systems, 504
Springer eBook Collection.
Subjects:
Operations research.
Decision making.
Finance.
Economics, Mathematical .
Electronic resources (E-books)
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Status: Available

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