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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-...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Chichester, England ; Hoboken, NJ :
Wiley,
©2008.
|
| Colección: | Wiley finance series.
|
| Temas: | |
| Acceso en línea: | Texto completo (Requiere registro previo con correo institucional) |
MARC
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| 100 | 1 | |a Duc, François. | |
| 245 | 1 | 0 | |a Market risk management for hedge funds : |b foundations of the style and implicit value-at-risk / |c François Duc and Yann Schorderet. |
| 260 | |a Chichester, England ; |a Hoboken, NJ : |b Wiley, |c ©2008. | ||
| 300 | |a 1 online resource (xvi, 250 pages) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 347 | |a data file |2 rda | ||
| 490 | 1 | |a The Wiley Finance Series ; |v v.511 | |
| 504 | |a Includes bibliographical references (pages 233-238) and index. | ||
| 505 | 0 | |a Introduction -- Ongoing institutionalization -- Heterogeneity of hedge funds -- Active and passive hedge fund indices -- The four dimensions of risk management for hedge funds -- The original style VaR revisited -- The new style model -- Annualization -- The best choice implicit value-at-risk -- BCI model and hedge fund clones -- Risk budgeting -- Value-at-risk monitoring -- Beyond value-at-risk. | |
| 588 | 0 | |a Print version record. | |
| 520 | |a 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. | ||
| 506 | |3 Use copy |f Restrictions unspecified |2 star |5 MiAaHDL | ||
| 533 | |a Electronic reproduction. |b [Place of publication not identified] : |c HathiTrust Digital Library, |d 2011. |5 MiAaHDL | ||
| 538 | |a Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002. |u http://purl.oclc.org/DLF/benchrepro0212 |5 MiAaHDL | ||
| 583 | 1 | |a digitized |c 2011 |h HathiTrust Digital Library |l committed to preserve |2 pda |5 MiAaHDL | |
| 542 | |f Copyright © Wiley |g 2008 | ||
| 590 | |a O'Reilly |b O'Reilly Online Learning: Academic/Public Library Edition | ||
| 650 | 0 | |a Hedge funds. | |
| 650 | 0 | |a Risk management. | |
| 650 | 0 | |a Hedge funds |x Evaluation. | |
| 650 | 0 | |a Investment analysis |x Mathematical models. | |
| 650 | 2 | |a Risk Management | |
| 650 | 6 | |a Fonds spéculatifs. | |
| 650 | 6 | |a Gestion du risque. | |
| 650 | 6 | |a Fonds spéculatifs |x Évaluation. | |
| 650 | 6 | |a Analyse financière |x Modèles mathématiques. | |
| 650 | 7 | |a risk management. |2 aat | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Investments & Securities |x Futures. |2 bisacsh | |
| 650 | 7 | |a Hedge funds |2 fast | |
| 650 | 7 | |a Investment analysis |x Mathematical models |2 fast | |
| 650 | 7 | |a Risk management |2 fast | |
| 650 | 7 | |a Hedge Fund |2 gnd | |
| 650 | 7 | |a Risikomanagement |2 gnd | |
| 700 | 1 | |a Schorderet, Yann. | |
| 776 | 0 | 8 | |i Print version: |a Duc, François. |t Market risk management for hedge funds. |d Chichester, England ; Hoboken, NJ : Wiley, ©2008 |z 9780470722992 |w (DLC) 2008039311 |w (OCoLC)247962924 |
| 830 | 0 | |a Wiley finance series. | |
| 856 | 4 | 0 | |u https://learning.oreilly.com/library/view/~/9780470722992/?ar |z Texto completo (Requiere registro previo con correo institucional) |
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