Market risk management for hedge funds : foundations of the style and implicit value-at-risk / / Francois Duc and Yann Schorderet.
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Year of Publication: | 2008 |
Language: | English |
Online Access: | |
Physical Description: | xvi, 250 p. |
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Bibliography: | Includes bibliographical references and index. |
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ISBN: | 9780470722992 |
Hierarchical level: | Monograph |
Statement of Responsibility: | Francois Duc and Yann Schorderet. |