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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| Format: | eBook |
| Language: | English |
| Published: |
Chichester, England ; Hoboken, NJ :
Wiley,
©2008.
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| Series: | Wiley finance series.
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| Online Access: | Connect to the full text of this electronic book |
| Summary: | 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-Risk (VaR) models used today, addressing the robustness of each model, and looking at new risk measures available to more effectively manage risk in a hedge fund portfolio. The book begins by analysing the current state of the hedge fund industry - at the ongoing institutionalisation of the market. |
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| Physical Description: | 1 online resource (xvi, 250 pages) |
| Format: | Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002. |
| Bibliography: | Includes bibliographical references (pages 233-238) and index. |
| ISBN: | 9781119206248 1119206243 9780470740798 0470740795 |