Market risk management for hedge funds: foundations of the style and implicit value-at-risk
Auteur :
Duc, Francois / Schorderet, Yann
Éditeur :
John Wiley & Sons Inc
ISBN :
9780470722992
Date de publication :
10 oct. 2008
Dimensions :
23,5 x 15,9 x 1,9 cm
Poids :
535 g
Langue :
Anglais
Pays d'origine :
USA
This book will provide a cutting edge introduction to market risk management for Hedge Funds, Hedge Funds of Funds, and the numerous new indices and clones launching coming to market on a near daily basis.