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Market risk management for hedge funds : foundations of the style and implicit value-at-risk

[NT 42944] Record Type:	[NT 1579] Language materials, printed : [NT 40817] monographic
[NT 47348] Title Information:	foundations of the style and implicit value-at-risk
[NT 47261] Author:	Duc Francois,
[NT 47353] Alternative Intellectual Responsibility:	Schorderet Yann,
[NT 47351] Place of Publication:	Chichester, West Sussex
[NT 47263] Published:	John Wiley & Sons;
[NT 47352] Year of Publication:	c2008
[NT 47264] Description:	250 p.24 cm.;
[NT 51399] Personal Subject:	Hedge funds - Evaluation. -
[NT 51399] Personal Subject:	Hedge funds. -
[NT 51399] Personal Subject:	Investment analysis - Mathematical models. -
[NT 51399] Personal Subject:	Risk management. -
[NT 47265] Notes:	Includes bibliographical references(p. [233]-238) and index.
[NT 50961] ISBN:	9780470722992bound

Market risk management for hedge funds : foundations of the style and implicit value-at-risk
Duc, Francois

Market risk management for hedge funds : foundations of the style and implicit value-at-risk / Duc, Francois ; Schorderet, Yann - Chichester, West Sussex : John Wiley & Sons, c2008. - 250 p. ; 24 cm..
Includes bibliographical references(p. [233]-238) and index..
ISBN 9780470722992

Schorderet, Yann

Market risk management for hedge funds : foundations of the style and implicit value-at-risk
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