The Measurement of Market Risk: Modelling of Risk Factors, Asset Pricing, and Approximation of Portfolio Distributions (Lecture Notes in Economics and Mathematical Systems)
| Author | : | |
| Rating | : | 4.19 (547 Votes) |
| Asin | : | 3540421432 |
| Format Type | : | paperback |
| Number of Pages | : | 276 Pages |
| Publish Date | : | 2018-01-08 |
| Language | : | English |
DESCRIPTION:
Klaus Spremann who kindly accepted to co-refer my thesis and who strengthened my inter est in finance during my study period. 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. 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. This book is a revised version of my doctoral dissertation submitted to the University