The measurement of market risk: modelling of risk factors, asset pricing, and approximation of portfolio distributions
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Berlin [u.a.]
Springer
2001
|
| Schriftenreihe: | Lecture notes in economics and mathematical systems
504 |
| Schlagworte: | |
| Beschreibung: | Teilw. zugl.: St. Gallen, Univ., Diss., 1999 |
| Beschreibung: | XI, 272 S. graph. Darst. |
| ISBN: | 3540421432 |
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 Pierre-Yves Moix |
| 264 | 1 | |a Berlin [u.a.] |b Springer |c 2001 | |
| 300 | |a XI, 272 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Lecture notes in economics and mathematical systems |v 504 | |
| 500 | |a Teilw. zugl.: St. Gallen, Univ., Diss., 1999 | ||
| 650 | 7 | |a Administração de portfólio (modelos matemáticos) |2 larpcal | |
| 650 | 7 | |a Administração de risco (modelos matemáticos) |2 larpcal | |
| 650 | 7 | |a Benaderingen (wiskunde) |2 gtt | |
| 650 | 7 | |a Econometrische modellen |2 gtt | |
| 650 | 7 | |a Opções financeiras (modelos matemáticos) |2 larpcal | |
| 650 | 7 | |a Portfolio-theorie |2 gtt | |
| 650 | 7 | |a Prijstheorie |2 gtt | |
| 650 | 7 | |a Risicotheorie |2 gtt | |
| 650 | 7 | |a Stochastische modellen |2 gtt | |
| 650 | 4 | |a Mathematisches Modell | |
| 650 | 4 | |a Financial futures -- Mathematical models | |
| 650 | 4 | |a Risk management -- Mathematical models | |
| 650 | 4 | |a Options (Finance) -- Prices -- Mathematical models | |
| 650 | 4 | |a Capital assets pricing model | |
| 650 | 4 | |a Portfolio management -- Mathematical models | |
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Datensatz im Suchindex
| _version_ | 1804128567051681792 |
|---|---|
| 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 | BV013746577 |
| callnumber-first | H - Social Science |
| callnumber-label | HG6024 |
| callnumber-raw | HG6024.A3M64 2001 |
| callnumber-search | HG6024.A3M64 2001 |
| callnumber-sort | HG 46024 A3 M64 42001 |
| callnumber-subject | HG - Finance |
| classification_rvk | QC 130 QK 300 QK 650 QP 890 SI 853 SK 980 |
| ctrlnum | (OCoLC)46976645 (DE-599)BVBBV013746577 |
| dewey-full | 332.6/01/511821 332.6/01/5118 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.6/01/5118 21 332.6/01/5118 |
| dewey-search | 332.6/01/5118 21 332.6/01/5118 |
| dewey-sort | 3332.6 11 45118 221 |
| dewey-tens | 330 - Economics |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Book |
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| genre_facet | Hochschulschrift |
| id | DE-604.BV013746577 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T18:51:17Z |
| institution | BVB |
| isbn | 3540421432 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-009397351 |
| oclc_num | 46976645 |
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| physical | XI, 272 S. graph. Darst. |
| publishDate | 2001 |
| publishDateSearch | 2001 |
| publishDateSort | 2001 |
| publisher | Springer |
| record_format | marc |
| series | Lecture notes in economics and mathematical systems |
| series2 | Lecture notes in economics and mathematical systems |
| spelling | Moix, Pierre-Yves Verfasser aut The measurement of market risk modelling of risk factors, asset pricing, and approximation of portfolio distributions Pierre-Yves Moix Berlin [u.a.] Springer 2001 XI, 272 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Lecture notes in economics and mathematical systems 504 Teilw. zugl.: St. Gallen, Univ., Diss., 1999 Administração de portfólio (modelos matemáticos) larpcal Administração de risco (modelos matemáticos) larpcal Benaderingen (wiskunde) gtt Econometrische modellen gtt Opções financeiras (modelos matemáticos) larpcal Portfolio-theorie gtt Prijstheorie gtt Risicotheorie gtt Stochastische modellen gtt Mathematisches Modell Financial futures -- Mathematical models Risk management -- Mathematical models Options (Finance) -- Prices -- Mathematical models Capital assets pricing model Portfolio management -- Mathematical models Marktrisiko (DE-588)4506224-9 gnd rswk-swf Risiko (DE-588)4050129-2 gnd rswk-swf Risikomanagement (DE-588)4121590-4 gnd rswk-swf Messung (DE-588)4038852-9 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 DE-604 Lecture notes in economics and mathematical systems 504 (DE-604)BV000000036 504 |
| spellingShingle | Moix, Pierre-Yves The measurement of market risk modelling of risk factors, asset pricing, and approximation of portfolio distributions Lecture notes in economics and mathematical systems Administração de portfólio (modelos matemáticos) larpcal Administração de risco (modelos matemáticos) larpcal Benaderingen (wiskunde) gtt Econometrische modellen gtt Opções financeiras (modelos matemáticos) larpcal Portfolio-theorie gtt Prijstheorie gtt Risicotheorie gtt Stochastische modellen gtt Mathematisches Modell Financial futures -- Mathematical models Risk management -- Mathematical models Options (Finance) -- Prices -- Mathematical models Capital assets pricing model Portfolio management -- Mathematical models Marktrisiko (DE-588)4506224-9 gnd Risiko (DE-588)4050129-2 gnd Risikomanagement (DE-588)4121590-4 gnd Messung (DE-588)4038852-9 gnd Portfolio Selection (DE-588)4046834-3 gnd |
| subject_GND | (DE-588)4506224-9 (DE-588)4050129-2 (DE-588)4121590-4 (DE-588)4038852-9 (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 Pierre-Yves Moix |
| title_fullStr | The measurement of market risk modelling of risk factors, asset pricing, and approximation of portfolio distributions Pierre-Yves Moix |
| title_full_unstemmed | The measurement of market risk modelling of risk factors, asset pricing, and approximation of portfolio distributions 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 | Administração de portfólio (modelos matemáticos) larpcal Administração de risco (modelos matemáticos) larpcal Benaderingen (wiskunde) gtt Econometrische modellen gtt Opções financeiras (modelos matemáticos) larpcal Portfolio-theorie gtt Prijstheorie gtt Risicotheorie gtt Stochastische modellen gtt Mathematisches Modell Financial futures -- Mathematical models Risk management -- Mathematical models Options (Finance) -- Prices -- Mathematical models Capital assets pricing model Portfolio management -- Mathematical models Marktrisiko (DE-588)4506224-9 gnd Risiko (DE-588)4050129-2 gnd Risikomanagement (DE-588)4121590-4 gnd Messung (DE-588)4038852-9 gnd Portfolio Selection (DE-588)4046834-3 gnd |
| topic_facet | Administração de portfólio (modelos matemáticos) Administração de risco (modelos matemáticos) Benaderingen (wiskunde) Econometrische modellen Opções financeiras (modelos matemáticos) Portfolio-theorie Prijstheorie Risicotheorie Stochastische modellen Mathematisches Modell Financial futures -- Mathematical models Risk management -- Mathematical models Options (Finance) -- Prices -- Mathematical models Capital assets pricing model Portfolio management -- Mathematical models Marktrisiko Risiko Risikomanagement Messung Portfolio Selection Hochschulschrift |
| volume_link | (DE-604)BV000000036 |
| work_keys_str_mv | AT moixpierreyves themeasurementofmarketriskmodellingofriskfactorsassetpricingandapproximationofportfoliodistributions |