VaR methodology for non-Gaussian finance / Marine Habart-Corlosquet, Jacques Janssen, Raimondo Manca.
Material type: TextSeries: Focus series in finance, business and managementPublication details: London : ISTE Ltd. ; Hoboken : John Wiley & Sons, Inc., ©2013.Description: 1 online resourceContent type:- text
- computer
- online resource
- 9781118733905
- 1118733908
- 9781118733691
- 111873369X
- 332 23
- HG106 .H33 2013
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.
Print version record.
Finance