Cargando…
Market risk management for hedge funds : foundations of the style and implicit value-at-risk /
This book provides a cutting edge introduction to market risk management for Hedge Funds, Hedge Funds of Funds, and the numerous new indices and clones launching coming to market on a near daily basis. It will present the fundamentals of quantitative risk measures by analysing the range of Value-at-...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
John Wiley & Sons : Hoboken, NJ,
Chichester, West Sussex, England ;
©2008.
|
| Temas: | |
| Acceso en línea: | Texto completo |
| Sumario: | This book provides a cutting edge introduction to market risk management for Hedge Funds, Hedge Funds of Funds, and the numerous new indices and clones launching coming to market on a near daily basis. It will present the fundamentals of quantitative risk measures by analysing the range of Value-at-Risk (VaR) models used today, addressing the robustness of each model, and looking at new risk measures available to more effectively manage risk in a hedge fund portfolio. The book begins by analysing the current state of the hedge fund industry - at the ongoing institutionalisation of the mar. |
|---|---|
| Descripción Física: | 1 online resource (xvi, 250 pages) |
| Bibliografía: | Includes bibliographical references and index. |
| ISBN: | 0470722991 9780470722992 1119206243 9781119206248 1282687492 9781282687493 9786612687495 6612687495 0470740795 9780470740798 |