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The Measurement of Market Risk - Modelling of Risk Factors, Asset Pricing, and Approximation of Portfolio Distributions (Paperback, 2001 ed.)
Loot Price: R3,134
Discovery Miles 31 340
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The Measurement of Market Risk - Modelling of Risk Factors, Asset Pricing, and Approximation of Portfolio Distributions (Paperback, 2001 ed.)
Series: Lecture Notes in Economics and Mathematical Systems, 504
Expected to ship within 10 - 15 working days
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This book is a revised version of my doctoral dissertation
submitted to the University of St. Gallen in October 1999. I would
like to thank Dr. oec. Marc Wildi whose careful reading of much of
the text led to many improvements. All errors remain mine.
Pfiiffikon SZ, Switzerland, March 2001 Pierre-Yves Moix Preface to
the dissertation "Education is man's going forward from cocksure
ignorance to thoughtful uncertainty" Don Clark's Scrapbook quoted
in Wonnacott and Wonnacott (1990). After several years of banking
practice, I decided to give up some of my certitudes and considered
this thesis project a good opportunity to study some of the
quantitative tools necessary for the modelling of uncertainty. lowe
very much to Prof. Dr. Karl Frauendorfer, the referee of my thesis,
for the time he took to read the manuscript and for the numerous
valuable suggestions he made. I am also very grateful to Prof. Dr.
Klaus Spremann who kindly accepted to co-refer my thesis and who
strengthened my inter est in finance during my study period. During
my time at the Institute for Operations Research of the University
of St. Gallen (lfU-HSG) I had the opportunity to participate in the
project "RiskLab" which provides a very profitable link between
finance practice and academics. I would especially like to thank
Dr. Christophe Rouvinez from Credit Suisse for his comments and all
the data he provided so generously."
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