VaR methodology for non-Gaussian finance / Marine Habart-Corlosquet, Jacques Janssen, Raimondo Manca.
By: Habart-Corlosquet, Marine.
Contributor(s): Janssen, Jacques | Manca, Raimondo.
Material type:
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.
There are no comments for this item.