Market risk management for hedge funds [electronic resource] : foundations of the style and implicit value-at-risk / Fran�cois Duc and Yann Schorderet.
By: Duc, Fran�cois.
Contributor(s): Schorderet, Yann | ebrary, Inc.
Material type:
BookPublisher: John Wiley & Sons : Chichester, West Sussex, England ; Hoboken, NJ, c2008Description: xvi, 250 p.Subject(s): Hedge funds | Risk management | Hedge funds -- Evaluation | Investment analysis -- Mathematical modelsGenre/Form: Electronic books.DDC classification: 332.64/524 Online resources: An electronic book accessible through the World Wide Web; click to view
| Item type | Current location | Collection | Call number | URL | Copy number | Status | Date due | Item holds |
|---|---|---|---|---|---|---|---|---|
E-book
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IUKL Library | Subscripti | http://site.ebrary.com/lib/kliuc/Doc?id=10381010 | 1 | Available |
Total holds: 0
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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