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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-...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Duc, François
Otros Autores: Schorderet, Yann
Formato: Electrónico eBook
Idioma:Inglés
Publicado: John Wiley & Sons : Hoboken, NJ, Chichester, West Sussex, England ; ©2008.
Temas:
Acceso en línea:Texto completo