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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| Main Authors: | , , |
|---|---|
| Format: | eBook Book |
| Language: | English |
| Published: |
Newark
John Wiley & Sons, Incorporated
2013
ISTE Ltd/John Wiley and Sons Inc Wiley-Blackwell ISTE Press Wiley-ISTE |
| Edition: | 1 |
| Series: | Focus series in finance, business and management |
| Subjects: | |
| ISBN: | 1848214642, 9781848214644 |
| Online Access: | Get full text |
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