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: | Duc, François |
Otros Autores: | Schorderet, Yann |
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) |
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