VaR Methodology for Non-Gaussian Finance
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. With the growing importance of Solvency II, Basel II and III regulatory rules for insurance...
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| Hlavní autori: | , , |
|---|---|
| Médium: | E-kniha Kniha |
| Jazyk: | English |
| Vydavateľské údaje: |
Newark
John Wiley & Sons, Incorporated
2013
ISTE Ltd/John Wiley and Sons Inc Wiley-Blackwell ISTE Press Wiley-ISTE |
| Vydanie: | 1 |
| Edícia: | Focus series in finance, business and management |
| Predmet: | |
| ISBN: | 1848214642, 9781848214644 |
| On-line prístup: | Získať plný text |
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