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The Measurement of Market Risk. Modelling of Risk Factors, Asset Pricing and Approximation of Portfolio Distributions.
Pierre-Yves Moix
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Description for The Measurement of Market Risk. Modelling of Risk Factors, Asset Pricing and Approximation of Portfolio Distributions.
Paperback. This book aims to set up an economic quantitative model for the assessment of financial market risk. It reviews the probabilistic modelling of "risk factors", which represent the uncertainty of financial markets, and discusses the issue of risk as the perception of individual uncertainty. Series: Lecture Notes in Economics and Mathematical Systems. Num Pages: 287 pages, biography. BIC Classification: KFFM; KJMD. Category: (P) Professional & Vocational. Dimension: 234 x 156 x 17. Weight in Grams: 586.
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-Yves Moix Preface to the dissertation "Education is man's going forward from cocksure ignorance to thoughtful uncertainty" Don Clark's Scrapbook quoted in Wonnacott and Wonnacott (1990). After several years of banking practice, I decided to give up some of my certitudes and considered this thesis project a good opportunity to ... Read more
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-Yves Moix Preface to the dissertation "Education is man's going forward from cocksure ignorance to thoughtful uncertainty" Don Clark's Scrapbook quoted in Wonnacott and Wonnacott (1990). After several years of banking practice, I decided to give up some of my certitudes and considered this thesis project a good opportunity to ... Read more
Product Details
Format
Paperback
Publication date
2001
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
287
Condition
New
Series
Lecture Notes in Economics and Mathematical Systems
Number of Pages
276
Place of Publication
Berlin, Germany
ISBN
9783540421436
SKU
V9783540421436
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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