Market risk management for hedge funds [electronic resource] : foundations of the style and implicit value-at-risk / Francois Duc and Yann Schorderet.

By: Duc, FrancoisContributor(s): Schorderet, Yann | ProQuest (Firm)Material type: TextTextPublication details: John Wiley & Sons : Chichester, West Sussex, England ; Hoboken, NJ, c2008Description: xvi, 250 pSubject(s): Hedge funds | Risk management | Hedge funds -- Evaluation | Investment analysis -- Mathematical modelsGenre/Form: Electronic books.DDC classification: 332.64/524 LOC classification: HG4530 | .D83 2008Online resources: Click to View
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Includes bibliographical references and index.

Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.

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