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THE MEASUREMENT OF MARKET RISK: MODELLING OF RISK FACTORS, ASSET PRICING, AND APPROXIMATION OF PORTFOLIO DISTRIBUTIONS

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During my time at the Institute for Operations Research of the University of St. Gallen (lfU-HSG) I had the opportunity to participate in the project "RiskLab" which provides a very profitable link between finance practice and academics.

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Availability

10007357

332.6 MOI m

RLC MM (Rak Buku Umum)

Available

Detail Information

Series Title

Lecture notes in economics and mathematical systems, 504

Statement of Responsibility

Pierre-Yves Moix

Call Number

332.6 MOI m

Publisher

Berlin : Springer., 2001

Collation

xi, 272 p. : ill. ; 24 cm.

Language

English

ISBN/ISSN

3-540-42143-2

Classification

332.6

Content Type

-

Edition

-

Subject(s)

Buku Umum
Risk Management
Mathematical Model
Economics, Mathematical
Portfolio Management
Options (Finance) Prices
Financial Futures

Specific Detail Info

-

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