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

Bibliographic Details
Uniform Title:	Lecture notes in economics and mathematical systems ; 504.
Main Author:	Moix, Pierre-Yves, 1965-
Language:	English
Published:	Berlin ; New York : Springer, [2001], ©2001.
Series:	Lecture notes in economics and mathematical systems ; 504.
Subjects:	Financial futures > Mathematical models. Risk management > Mathematical models. Options (Finance) > Prices > Mathematical models. Capital assets pricing model. Portfolio management > Mathematical models.
Physical Description:	xi, 272 pages : illustrations ; 24 cm.
Format:	Book

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