Holdings: The measurement of market risk

The measurement of market risk: modelling of risk factors, asset pricing, and approximation of portfolio distributions

Saved in:

Bibliographic Details
Main Author:	Moix, Pierre-Yves (Author)
Format:	Thesis Book
Language:	English
Published:	2000
Subjects:	Kapitalanlage / Risiko / Messung / Portfolio-Management / Theorie Risiko Messung Marktrisiko Risikomanagement Portfolio Selection Hochschulschrift
Physical Description:	XII, 304 S. graph. Darst.

Staff View

MARC


LEADER	00000nam a2200000 c 4500
001	BV013207223
003	DE-604
005	20001107
007	t
008	000615s2000 d\|\|\| m\|\|\| 00\|\|\| eng d
035			\|a (OCoLC)247493965
035			\|a (DE-599)BVBBV013207223
040			\|a DE-604 \|b ger \|e rakwb
041	0		\|a eng
049			\|a DE-739 \|a DE-355 \|a DE-703 \|a DE-19 \|a DE-384 \|a DE-83 \|a DE-188
084			\|a QC 130 \|0 (DE-625)141248: \|2 rvk
084			\|a QK 300 \|0 (DE-625)141640: \|2 rvk
084			\|a QK 650 \|0 (DE-625)141674: \|2 rvk
084			\|a QP 890 \|0 (DE-625)141965: \|2 rvk
084			\|a SI 853 \|0 (DE-625)143200: \|2 rvk
084			\|a SK 980 \|0 (DE-625)143277: \|2 rvk
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
650	0	7	\|a Risiko \|0 (DE-588)4050129-2 \|2 gnd \|9 rswk-swf
650	0	7	\|a Messung \|0 (DE-588)4038852-9 \|2 gnd \|9 rswk-swf
650	0	7	\|a Marktrisiko \|0 (DE-588)4506224-9 \|2 gnd \|9 rswk-swf
650	0	7	\|a Risikomanagement \|0 (DE-588)4121590-4 \|2 gnd \|9 rswk-swf
650	0	7	\|a Portfolio Selection \|0 (DE-588)4046834-3 \|2 gnd \|9 rswk-swf
655		7	\|0 (DE-588)4113937-9 \|a Hochschulschrift \|2 gnd-content
689	0	0	\|a Portfolio Selection \|0 (DE-588)4046834-3 \|D s
689	0	1	\|a Marktrisiko \|0 (DE-588)4506224-9 \|D s
689	0	2	\|a Risikomanagement \|0 (DE-588)4121590-4 \|D s
689	0	3	\|a Risiko \|0 (DE-588)4050129-2 \|D s
689	0	4	\|a Messung \|0 (DE-588)4038852-9 \|D s
689	0		\|8 1\p \|5 DE-604
999			\|a oai:aleph.bib-bvb.de:BVB01-008997978
883	1		\|8 1\p \|a cgwrk \|d 20201028 \|q DE-101 \|u https://d-nb.info/provenance/plan#cgwrk

Record in the Search Index

_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
fullrecord	<?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01936nam a2200493 c 4500</leader><controlfield tag="001">BV013207223</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20001107 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">000615s2000 d\|\|\| m\|\|\| 00\|\|\| eng d</controlfield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)247493965</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV013207223</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakwb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-739</subfield><subfield code="a">DE-355</subfield><subfield code="a">DE-703</subfield><subfield code="a">DE-19</subfield><subfield code="a">DE-384</subfield><subfield code="a">DE-83</subfield><subfield code="a">DE-188</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QC 130</subfield><subfield code="0">(DE-625)141248:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QK 300</subfield><subfield code="0">(DE-625)141640:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QK 650</subfield><subfield code="0">(DE-625)141674:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QP 890</subfield><subfield code="0">(DE-625)141965:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SI 853</subfield><subfield code="0">(DE-625)143200:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 980</subfield><subfield code="0">(DE-625)143277:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Moix, Pierre-Yves</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">The measurement of market risk</subfield><subfield code="b">modelling of risk factors, asset pricing, and approximation of portfolio distributions</subfield><subfield code="c">vorgelegt von Pierre-Yves Moix</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="c">2000</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">XII, 304 S.</subfield><subfield code="b">graph. Darst.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="502" ind1=" " ind2=" "><subfield code="a">St. Gallen, Univ., Diss., 2000</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Kapitalanlage / Risiko / Messung / Portfolio-Management / Theorie</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Risiko</subfield><subfield code="0">(DE-588)4050129-2</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Messung</subfield><subfield code="0">(DE-588)4038852-9</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Marktrisiko</subfield><subfield code="0">(DE-588)4506224-9</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Risikomanagement</subfield><subfield code="0">(DE-588)4121590-4</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Portfolio Selection</subfield><subfield code="0">(DE-588)4046834-3</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="655" ind1=" " ind2="7"><subfield code="0">(DE-588)4113937-9</subfield><subfield code="a">Hochschulschrift</subfield><subfield code="2">gnd-content</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Portfolio Selection</subfield><subfield code="0">(DE-588)4046834-3</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Marktrisiko</subfield><subfield code="0">(DE-588)4506224-9</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="2"><subfield code="a">Risikomanagement</subfield><subfield code="0">(DE-588)4121590-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="3"><subfield code="a">Risiko</subfield><subfield code="0">(DE-588)4050129-2</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="4"><subfield code="a">Messung</subfield><subfield code="0">(DE-588)4038852-9</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="8">1\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-008997978</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">1\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield></record></collection>
genre	(DE-588)4113937-9 Hochschulschrift gnd-content
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
open_access_boolean
owner	DE-739 DE-355 DE-BY-UBR DE-703 DE-19 DE-BY-UBM DE-384 DE-83 DE-188
owner_facet	DE-739 DE-355 DE-BY-UBR DE-703 DE-19 DE-BY-UBM DE-384 DE-83 DE-188
physical	XII, 304 S. graph. Darst.
publishDate	2000
publishDateSearch	2000
publishDateSort	2000
record_format	marc
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

Holdings

There is no print copy available.

Interlibrary loan Place Request Caution: Not in THWS collection!

MARC

Record in the Search Index

There is no print copy available.

Similar Items