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

Main Author: Duc, Franπcois.
Corporate Author: ebrary, Inc.
Other Authors: Schorderet, Yann.
Format: Book
Language:English
Published: John Wiley & Sons : Chichester, West Sussex, England ; Hoboken, NJ, c2008.
Subjects:
Online Access:http://site.ebrary.com/lib/ucy/Doc?id=10381010
Physical Description:xvi, 250 p.
Bibliography:Includes bibliographical references and index.