VaR Methodology for Non-Gaussian Finance
Jacques (Solvay Business School, Brussels, Belgium) Janssen, Marine (University of West Brittany, Brest, France) Habart-Corlosquet, Raimondo (University of Roma "La Sapienza", Italy) Manca
ISTE Ltd and John Wiley & Sons Inc, 2013
196,95 €On orderDelivery: 2-3 weeks
With the impact of the recent financial crises, more attention must be given to new models in finance rejecting Black-Scholes-Samuelson assumptions leading to what is called non-Gaussian finance.
- ISBN-13
- 9781848214644
- ISBN-10
- 1848214642
- Publisher
- ISTE Ltd and John Wiley & Sons Inc
- Year
- 2013
- Publication date
- 2013-04-16
- Pages
- 176
- Dimensions
- 241x161x20
- Weight
- 443