Market risk management for hedge funds : foundations of the style and implicit value-at-risk / François Duc and Yann Schorderet.



Book

Information About

Includes bibliographical references (p. [233]-238) and index.

Title
Market risk management for hedge funds : foundations of the style and implicit value-at-risk / François Duc and Yann Schorderet.
Artist
Schorderet, Yann.
Subjects
Language
English
Type
Book
Abstract
Year
2008
Original Publisher(s)
Digital Publisher(s)