Market risk management for hedge funds : foundations of the style and implicit value-at-risk / / Francois Duc and Yann Schorderet.
Saved in:
| : | |
|---|---|
| TeilnehmendeR: | |
| Year of Publication: | 2008 |
| Language: | English |
| Online Access: | |
| Physical Description: | xvi, 250 p. |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| LEADER | 01452nam a2200385Ia 4500 | ||
|---|---|---|---|
| 001 | 500516968 | ||
| 003 | MiAaPQ | ||
| 005 | 20200520144314.0 | ||
| 006 | m o d | | ||
| 007 | cr cn||||||||| | ||
| 008 | 080908s2008 enk sb 001 0 eng d | ||
| 010 | |z 2008039311 | ||
| 020 | |z 9780470722992 | ||
| 035 | |a (MiAaPQ)500516968 | ||
| 035 | |a (Au-PeEL)EBL516968 | ||
| 035 | |a (CaPaEBR)ebr10381010 | ||
| 035 | |a (CaONFJC)MIL268749 | ||
| 035 | |a (OCoLC)615626876 | ||
| 040 | |a MiAaPQ |c MiAaPQ |d MiAaPQ | ||
| 050 | 4 | |a HG4530 |b .D83 2008 | |
| 082 | 0 | 4 | |a 332.64/524 |2 22 |
| 100 | 1 | |a Duc, Francois. | |
| 245 | 1 | 0 | |a Market risk management for hedge funds |h [electronic resource] : |b foundations of the style and implicit value-at-risk / |c Francois Duc and Yann Schorderet. |
| 260 | |a John Wiley & Sons : |b Chichester, West Sussex, England ; Hoboken, NJ, |c c2008. | ||
| 300 | |a xvi, 250 p. | ||
| 504 | |a Includes bibliographical references and index. | ||
| 533 | |a Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries. | ||
| 650 | 0 | |a Hedge funds. | |
| 650 | 0 | |a Risk management. | |
| 650 | 0 | |a Hedge funds |x Evaluation. | |
| 650 | 0 | |a Investment analysis |x Mathematical models. | |
| 655 | 4 | |a Electronic books. | |
| 700 | 1 | |a Schorderet, Yann. | |
| 710 | 2 | |a ProQuest (Firm) | |
| 856 | 4 | 0 | |u https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=516968 |z Click to View |