Market risk management for hedge funds : foundations of the style and implicit value-at-risk / François Duc and Yann Schorderet.

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-...

Full description

Bibliographic Details

Online Access:	Full Text (via ProQuest)
Main Author:	Duc, François
Other Authors:	Schorderet, Yann
Format:	eBook
Language:	English
Published:	John Wiley & Sons : Hoboken, NJ, Chichester, West Sussex, England ; ©2008.
Subjects:	Hedge funds. Risk management. Hedge funds > Evaluation. Investment analysis > Mathematical models.