VaR methodology for non-Gaussian finance
Year of publication: |
2013
|
---|---|
Authors: | Habart-Corlosquet, Marine ; Janssen, Jacques ; Manca, Raimondo |
Publisher: |
London [u.a.] : ISTE Ltd/John Wiley and Sons Inc Hoboken, NJ : Wiley |
Subject: | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Prognoseverfahren | Forecasting model | Finanzmathematik | Mathematical finance | Black-Scholes-Modell | Black-Scholes model | Finanzierungstheorie | Financial management theory | Mathematisches Modell | Finanzanalyse |
Description of contents: | Table of Contents [loc.gov] ; Description [loc.gov] ; Description [swbplus.bsz-bw.de] ; Description [zbmath.org] ; Description [loc.gov] ; Description [loc.gov] |
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