VaR Methodology for Non-Gaussian Finance

VaR Methodology for Non-Gaussian Finance Janssen Jacques ,Manca Raimondo ,Habart-Corlosquet Marine Wydawca: ISTE Ltd and John Wiley & Sons Inc Data wydania: 2013 ISBN: 9781848214644 Liczba stron: 176 Format: 241 x 161 x 20 Rodzaj oprawy: Hardback Opis produktu: 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.