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-at-...

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Bibliographic Details

Main Author:	Duc, François
Other Authors:	Schorderet, Yann
Format:	eBook
Language:	English
Published:	Chichester, England ; Hoboken, NJ : Wiley, ©2008.
Series:	Wiley finance series.
Subjects:	Hedge funds. Risk management. Hedge funds > Evaluation. Investment analysis > Mathematical models. Risk Management
Online Access:	Connect to the full text of this electronic book