The Measurement of Market Risk
Subtitle: Modelling of Risk Factors, Asset Pricing, and Approximation of Portfolio Distributions (Lecture Notes in Economics and Mathematical Systems)
Edition: 1 edition
Publisher: Springer
Published: August 9, 2001
Language: eng
Format: Paperback
Number of pages: 272
ISBN-13: 9783540421436
Subjects: Investment & securities; Risk assessment & analysis for business; Futures And Options Trading; Mathematical Models In Economics; Business & Economics; Business / Economics / Finance; Business/Economics; Accounting - General; General; Investments & Securities - General; Bewertung von Finanzderivaten; Business & Economics / Finance; Business & Economics / Investments & Securities; Business & Economics : Accounting - General; Medical : General; Portfolio management; Economics - General; Financial futures; Mathematical models; Options (Finance); Prices; Risk management