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Market risk management for hedge funds [electronic resource] : foundations of the style and implicit value-at-risk / Fran�cois Duc and Yann Schorderet.

By: Contributor(s): Publication details: John Wiley & Sons : Chichester, West Sussex, England ; Hoboken, NJ, c2008.Description: xvi, 250 pISBN:
  • 9780470722992
Subject(s): Genre/Form: DDC classification:
  • 332.64/524 22
LOC classification:
  • HG4530 .D83 2008eb
Online resources:
Item type: eBooks
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Includes bibliographical references and index.

Electronic reproduction. Palo Alto, Calif. : ebrary, 2010. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.

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