Market risk modelling : applied statistical methods for practitioners

Author(s)

• Lewis, Nigel Da Costa

Bibliographic Information

Market risk modelling : applied statistical methods for practitioners

Nigel Da Costa Lewis

Risk, c2003

Note

Includes bibliographical references (p. 227-231) and index

Details

• NCID: BA66119620
• ISBN:
  • 1904339077
• Country Code: uk
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: London
• Pages/Volumes: xiv, 238 p.
• Size: 24 cm
• Classification:
  • DC21 : 658.155015195
• Subject Headings:
  • LCSH : Risk management -- Statistical methods