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VaR methodology for non-Gaussian finance

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Corlosquet-Habart, Marine, (1980-)

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VaR methodology for non-Gaussian finance

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	VaR methodology for non-Gaussian finance/ Marine Habart-Corlosquet, Jacques Janssen, Raimondo Manca.
作者:	Corlosquet-Habart, Marine,
其他作者:	Janssen, Jacques,
出版者:	London :ISTE ; : c2013.,
面頁冊數:	1 online resource.
標題:	Finance - Mathematical models. -
電子資源:	http://onlinelibrary.wiley.com/book/10.1002/9781118733691
ISBN:	9781118733691 (electronic bk.)

VaR methodology for non-Gaussian finance
Corlosquet-Habart, Marine,1980-

VaR methodology for non-Gaussian finance[electronic resource] /Marine Habart-Corlosquet, Jacques Janssen, Raimondo Manca. - 1st ed. - London :ISTE ;c2013. - 1 online resource. - Focus series in finance, business and management. - Focus series in finance, business and management..

Includes bibliographical references and index.

ISBN: 9781118733691 (electronic bk.)Subjects--Topical Terms:

578740
Finance
--Mathematical models.

LC Class. No.: HG106 / .H33 2013

Dewey Class. No.: 332

VaR methodology for non-Gaussian finance
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245 1 0 $a VaR methodology for non-Gaussian finance $h [electronic resource] / $c Marine Habart-Corlosquet, Jacques Janssen, Raimondo Manca.
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300 $a 1 online resource.
490 1 $a Focus series in finance, business and management
504 $a Includes bibliographical references and index.
588 $a Description based on print version record.
650 0 $a Finance $x Mathematical models. $3 578740
650 0 $a Value. $3 571596
650 0 $a Markov processes. $3 532104
700 1 $a Janssen, Jacques, $d 1939- $3 2084771
700 1 $a Manca, Raimondo. $3 783896
830 0 $a Focus series in finance, business and management. $3 2206303
856 4 0 $u http://onlinelibrary.wiley.com/book/10.1002/9781118733691

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