Market Risk Management for Hedge Funds : Foundations of the Style and Implicit Value-at-Risk /

This book provides a cutting edge introduction to market risk management for Hedge Funds, Hedge Funds of Funds, and the numerous new indices and clones launching coming to market on a near daily basis. It will present the fundamentals of quantitative risk measures by analysing the range of Value-a...

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Bibliographic Details

Main Authors:	Duc, François (Author), Schorderet, Yann (Author)
Corporate Author:	Safari, an O'Reilly Media Company
Format:	eBook
Language:	English
Published:	Wiley, 2008.
Edition:	1st edition.
Subjects:	Electronic books.
Online Access:	Connect to this electronic resource