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
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245 1 0 |a Market risk management for hedge funds  |b foundations of the style and implicit value-at-risk /  |c Franπcois Duc and Yann Schorderet. 
260 |a John Wiley & Sons :  |b Chichester, West Sussex, England ; Hoboken, NJ,  |c c2008. 
300 |a xvi, 250 p. 
504 |a Includes bibliographical references and index. 
650 0 |a Hedge funds. 
650 0 |a Risk management. 
650 0 |a Hedge funds  |x Evaluation. 
650 0 |a Investment analysis  |x Mathematical models. 
700 1 |a Schorderet, Yann. 
710 2 |a ebrary, Inc. 
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