VaR methodology for non-Gaussian finance / Marine Habart-Corlosquet, Jacques Janssen, Raimondo Manca.
By: Habart-Corlosquet, Marine.
Contributor(s): Janssen, Jacques | Manca, Raimondo.
Material type:
BookSeries: Focus series in finance, business and management: Publisher: London : Hoboken : ISTE Ltd. ; John Wiley & Sons, Inc., ©2013Description: 1 online resource.Content type: text Media type: computer Carrier type: online resourceISBN: 9781118733905; 1118733908; 9781118733691; 111873369X.Subject(s): Finance -- Mathematical models | Value | Markov processes | BUSINESS & ECONOMICS -- Finance | Finance -- Mathematical models | Markov processes | ValueGenre/Form: Electronic books.Additional physical formats: Print version:: VaR methodology for non-Gaussian finance.DDC classification: 332 Online resources: Wiley Online Library 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.
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