The measurement of market risk: modelling of risk factors, asset pricing, and approximation of portfolio distributions
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Abschlussarbeit Buch |
| Sprache: | English |
| Veröffentlicht: |
2000
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| Schlagworte: | |
| Beschreibung: | XII, 304 S. graph. Darst. |
Internformat
MARC
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| 100 | 1 | |a Moix, Pierre-Yves |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a The measurement of market risk |b modelling of risk factors, asset pricing, and approximation of portfolio distributions |c vorgelegt von Pierre-Yves Moix |
| 264 | 1 | |c 2000 | |
| 300 | |a XII, 304 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 502 | |a St. Gallen, Univ., Diss., 2000 | ||
| 650 | 4 | |a Kapitalanlage / Risiko / Messung / Portfolio-Management / Theorie | |
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Datensatz im Suchindex
| _version_ | 1804127907280322560 |
|---|---|
| any_adam_object | |
| author | Moix, Pierre-Yves |
| author_facet | Moix, Pierre-Yves |
| author_role | aut |
| author_sort | Moix, Pierre-Yves |
| author_variant | p y m pym |
| building | Verbundindex |
| bvnumber | BV013207223 |
| classification_rvk | QC 130 QK 300 QK 650 QP 890 SI 853 SK 980 |
| ctrlnum | (OCoLC)247493965 (DE-599)BVBBV013207223 |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Thesis Book |
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| genre_facet | Hochschulschrift |
| id | DE-604.BV013207223 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T18:40:48Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-008997978 |
| oclc_num | 247493965 |
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| physical | XII, 304 S. graph. Darst. |
| publishDate | 2000 |
| publishDateSearch | 2000 |
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| spelling | Moix, Pierre-Yves Verfasser aut The measurement of market risk modelling of risk factors, asset pricing, and approximation of portfolio distributions vorgelegt von Pierre-Yves Moix 2000 XII, 304 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier St. Gallen, Univ., Diss., 2000 Kapitalanlage / Risiko / Messung / Portfolio-Management / Theorie Risiko (DE-588)4050129-2 gnd rswk-swf Messung (DE-588)4038852-9 gnd rswk-swf Marktrisiko (DE-588)4506224-9 gnd rswk-swf Risikomanagement (DE-588)4121590-4 gnd rswk-swf Portfolio Selection (DE-588)4046834-3 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Portfolio Selection (DE-588)4046834-3 s Marktrisiko (DE-588)4506224-9 s Risikomanagement (DE-588)4121590-4 s Risiko (DE-588)4050129-2 s Messung (DE-588)4038852-9 s 1\p DE-604 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Moix, Pierre-Yves The measurement of market risk modelling of risk factors, asset pricing, and approximation of portfolio distributions Kapitalanlage / Risiko / Messung / Portfolio-Management / Theorie Risiko (DE-588)4050129-2 gnd Messung (DE-588)4038852-9 gnd Marktrisiko (DE-588)4506224-9 gnd Risikomanagement (DE-588)4121590-4 gnd Portfolio Selection (DE-588)4046834-3 gnd |
| subject_GND | (DE-588)4050129-2 (DE-588)4038852-9 (DE-588)4506224-9 (DE-588)4121590-4 (DE-588)4046834-3 (DE-588)4113937-9 |
| title | The measurement of market risk modelling of risk factors, asset pricing, and approximation of portfolio distributions |
| title_auth | The measurement of market risk modelling of risk factors, asset pricing, and approximation of portfolio distributions |
| title_exact_search | The measurement of market risk modelling of risk factors, asset pricing, and approximation of portfolio distributions |
| title_full | The measurement of market risk modelling of risk factors, asset pricing, and approximation of portfolio distributions vorgelegt von Pierre-Yves Moix |
| title_fullStr | The measurement of market risk modelling of risk factors, asset pricing, and approximation of portfolio distributions vorgelegt von Pierre-Yves Moix |
| title_full_unstemmed | The measurement of market risk modelling of risk factors, asset pricing, and approximation of portfolio distributions vorgelegt von Pierre-Yves Moix |
| title_short | The measurement of market risk |
| title_sort | the measurement of market risk modelling of risk factors asset pricing and approximation of portfolio distributions |
| title_sub | modelling of risk factors, asset pricing, and approximation of portfolio distributions |
| topic | Kapitalanlage / Risiko / Messung / Portfolio-Management / Theorie Risiko (DE-588)4050129-2 gnd Messung (DE-588)4038852-9 gnd Marktrisiko (DE-588)4506224-9 gnd Risikomanagement (DE-588)4121590-4 gnd Portfolio Selection (DE-588)4046834-3 gnd |
| topic_facet | Kapitalanlage / Risiko / Messung / Portfolio-Management / Theorie Risiko Messung Marktrisiko Risikomanagement Portfolio Selection Hochschulschrift |
| work_keys_str_mv | AT moixpierreyves themeasurementofmarketriskmodellingofriskfactorsassetpricingandapproximationofportfoliodistributions |