VaR methodology for non-gaussian finance
Main Author: | Habart-Corlosquet, Marine. |
---|---|
Corporate Author: | ProQuest (Firm) |
Other Authors: | Janssen, Jacques., Manca, Raimondo. |
Format: | Electronic eBook |
Language: | English |
Published: |
Hoboken, N.J. :
ISTE Ltd./John Wiley and Sons Inc.,
2013.
|
Series: | Focus series in finance, business and management,
|
Subjects: | |
Online Access: | Click to View |
Similar Items
-
Derivatives in Islamic finance : examining the market risk management framework /
by: Ayoub, Sherif,
Published: (2014) -
Financial risk forecasting the theory and practice of forecasting market risk, with implementation in R and Matlab /
by: Danielsson, Jon.
Published: (2011) -
Pandora's risk : uncertainty at the core of finance /
by: Osband, Kent,
Published: (2011) -
Statistical modeling in finance conference 2006
Published: (2006) -
The fundamental rules of risk management /
by: Lewis, Nigel Da Costa,
Published: (2012)