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Habart-Corlosquet, Marine.

VaR methodology for non-Gaussian finance / Marine Habart-Corlosquet, Jacques Janssen, Raimondo Manca. - London : Hoboken : ISTE Ltd. ; John Wiley & Sons, Inc., ©2013. - 1 online resource. - Focus series in finance, business and management . - Focus series in finance, business and management. .

Includes bibliographical references and index.

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.

ISBN: 9781118733905 1118733908 9781118733691 111873369X

Subjects--Topical Terms:
Finance--Mathematical models.
Value.
Markov processes.
BUSINESS & ECONOMICS--Finance.
Finance--Mathematical models.
Markov processes.
Value.

Index Terms--Genre/Form:
Electronic books.

LC Class. No.: HG106 / .H33 2013

Dewey Class. No.: 332