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VaR methodology for non-Gaussian finance / Marine Habart-Corlosquet, Jacques Janssen, Raimondo Manca.

By: Contributor(s): Material type: TextTextSeries: Focus series in finance, business and managementPublication details: London : ISTE Ltd. ; Hoboken : John Wiley & Sons, Inc., ©2013.Description: 1 online resourceContent type:
  • text
Media type:
  • computer
Carrier type:
  • online resource
ISBN:
  • 9781118733905
  • 1118733908
  • 9781118733691
  • 111873369X
Subject(s): Genre/Form: Additional physical formats: Print version:: VaR methodology for non-Gaussian finance.DDC classification:
  • 332 23
LOC classification:
  • HG106 .H33 2013
Online resources:
Contents:
Use of Value-at-Risk (VaR) Techniques for Solvency II, Basel II and III / Marine Habart-Corlosquet, Jacques Janssen, Raimondo Manca -- Classical Value-at-Risk (VaR) Methods / Marine Habart-Corlosquet, Jacques Janssen, Raimondo Manca -- VaR Extensions from Gaussian Finance to Non-Gaussian Finance / Marine Habart-Corlosquet, Jacques Janssen, Raimondo Manca -- New VaR Methods of Non-Gaussian Finance / Marine Habart-Corlosquet, Jacques Janssen, Raimondo Manca -- Non-Gaussian Finance: Semi-Markov Models / Marine Habart-Corlosquet, Jacques Janssen, Raimondo Manca.
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Use of Value-at-Risk (VaR) Techniques for Solvency II, Basel II and III / Marine Habart-Corlosquet, Jacques Janssen, Raimondo Manca -- Classical Value-at-Risk (VaR) Methods / Marine Habart-Corlosquet, Jacques Janssen, Raimondo Manca -- VaR Extensions from Gaussian Finance to Non-Gaussian Finance / Marine Habart-Corlosquet, Jacques Janssen, Raimondo Manca -- New VaR Methods of Non-Gaussian Finance / Marine Habart-Corlosquet, Jacques Janssen, Raimondo Manca -- Non-Gaussian Finance: Semi-Markov Models / Marine Habart-Corlosquet, Jacques Janssen, Raimondo Manca.

Includes bibliographical references and index.

Print version record.

Finance