Market risk management for hedge funds : foundations of the style and implicit value-at-risk /

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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: Chichester, England ; Hoboken, NJ : Wiley, ©2008.
Colección:Wiley finance series.
Temas:
Hedge funds.
Risk management.
Hedge funds > Evaluation.
Investment analysis > Mathematical models.
Risk Management
Fonds spéculatifs.
Gestion du risque.
Fonds spéculatifs > Évaluation.
Analyse financière > Modèles mathématiques.
risk management.
BUSINESS & ECONOMICS > Investments & Securities > Futures.
Hedge funds
Investment analysis > Mathematical models
Risk management
Hedge Fund
Risikomanagement
Acceso en línea:Texto completo (Requiere registro previo con correo institucional)
Descripción
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 market.
Descripción Física:1 online resource (xvi, 250 pages)
Bibliografía:Includes bibliographical references (pages 233-238) and index.
ISBN:9781119206248
1119206243
9780470740798
0470740795

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