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Found 1 from your keywords: author=Francois Duc
cover
Market risk management for hedge funds : foundation of the style and implicit…
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Francois DucYann Schorderet

This book provides 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. It will present the fundamentals of quantitative risk measures by analysing the range of Value-at-Risk (VaR) models used today, addressing the robustness of each model, and looking at new risk …

Edition
-
ISBN/ISSN
978-0-470-72299-2
Collation
xvi, 250 p.: ill.
Series Title
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Call Number
332.6 FRA m