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

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Bibliographic Details
Main Author: Duc, François
Corporate Author: ebrary, Inc
Other Authors: Schorderet, Yann
Format: Electronic eBook
Language:English
Published: John Wiley & Sons : Chichester, West Sussex, England ; Hoboken, NJ, c2008.
Subjects:
Online Access:An electronic book accessible through the World Wide Web; click to view
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035 |a (CaPaEBR)ebr10381010 
035 |a (OCoLC)792697227 
040 |a CaPaEBR  |c CaPaEBR 
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082 0 4 |a 332.64/524  |2 22 
100 1 |a Duc, François. 
245 1 0 |a Market risk management for hedge funds  |h [electronic resource] :  |b foundations of the style and implicit value-at-risk /  |c François 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. 
533 |a Electronic reproduction.  |b Palo Alto, Calif. :  |c ebrary,  |d 2010.  |n Available via World Wide Web.  |n Access may be limited to ebrary affiliated libraries. 
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. 
655 7 |a Electronic books.  |2 local 
700 1 |a Schorderet, Yann. 
710 2 |a ebrary, Inc. 
856 4 0 |u http://site.ebrary.com/lib/daystar/Doc?id=10381010  |z An electronic book accessible through the World Wide Web; click to view 
908 |a 170314 
942 0 0 |c EB 
999 |c 109512  |d 109512