Moix, P. (2001). The Measurement of Market Risk: Modelling of Risk Factors, Asset Pricing, and Approximation of Portfolio Distributions (1st ed. 2001.). Springer Berlin Heidelberg. https://doi.org/10.1007/978-3-642-56481-9
Chicago-Zitierstil (17. Ausg.)Moix, Pierre-Yves. The Measurement of Market Risk: Modelling of Risk Factors, Asset Pricing, and Approximation of Portfolio Distributions. 1st ed. 2001. Berlin, Heidelberg: Springer Berlin Heidelberg, 2001. https://doi.org/10.1007/978-3-642-56481-9.
MLA-Zitierstil (9. Ausg.)Moix, Pierre-Yves. The Measurement of Market Risk: Modelling of Risk Factors, Asset Pricing, and Approximation of Portfolio Distributions. 1st ed. 2001. Springer Berlin Heidelberg, 2001. https://doi.org/10.1007/978-3-642-56481-9.
Achtung: Diese Zitate sind unter Umständen nicht zu 100% korrekt.