VaR methodology for non-gaussian finance

Habart-Corlosquet, Marine.

VaR methodology for non-gaussian finance [electronic resource] / Marine Habart-Corlosquet, Jacques Janssen, Raimondo Manca. - Hoboken, N.J. : ISTE Ltd./John Wiley and Sons Inc., 2013. - x, 164 p. : ill. - Focus series in finance, business and management, 2051-2481 .

Includes bibliographical references and index.


Electronic reproduction.
Palo Alto, Calif. :
ebrary,
2013.
Available via World Wide Web.
Access may be limited to ebrary affiliated libraries.






Financial risk management.


Electronic books.

HD61 / .H33 2013eb