02952cam a2200625Ia 4500 ocn846849486 OCoLC 20171106103432.0 m o d cr cn||||||||| 130605s2013 enk ob 001 0 eng d 9781118733905 (electronic bk.) 1118733908 (electronic bk.) 9781118733691 (electronic bk.) 111873369X (electronic bk.) AU@ 000051629115 AU@ 000053034739 CHBIS 010026659 CHVBK 306240327 DEBBG BV042742055 GBVCP 790208180 NZ1 15340627 DEBBG BV043395987 (OCoLC)846849486 (OCoLC)889246549 DG1 eng pn DG1 CUS N$T NOC OCLCO OCLCF OCLCO YDXCP OCLCQ MAIN HG106 .H33 2013 BUS 027000 bisacsh 332 23 Habart-Corlosquet, Marine. VaR methodology for non-Gaussian finance / Marine Habart-Corlosquet, Jacques Janssen, Raimondo Manca. [electronic resource] London : ISTE Ltd. ; Hoboken : John Wiley & Sons, Inc., ©2013. 1 online resource. text txt rdacontent computer c rdamedia online resource cr rdacarrier Focus series in finance, business and management Includes bibliographical references and index. Use of Value-at-Risk (VaR) Techniques for Solvency II, Basel II and III / Marine Habart-Corlosquet, Jacques Janssen, Raimondo Manca -- Classical Value-at-Risk (VaR) Methods / Marine Habart-Corlosquet, Jacques Janssen, Raimondo Manca -- VaR Extensions from Gaussian Finance to Non-Gaussian Finance / Marine Habart-Corlosquet, Jacques Janssen, Raimondo Manca -- New VaR Methods of Non-Gaussian Finance / Marine Habart-Corlosquet, Jacques Janssen, Raimondo Manca -- Non-Gaussian Finance: Semi-Markov Models / Marine Habart-Corlosquet, Jacques Janssen, Raimondo Manca. Print version record. Finance Mathematical models. Value. Markov processes. BUSINESS & ECONOMICS Finance. bisacsh Finance Mathematical models. fast (OCoLC)fst00924398 Markov processes. fast (OCoLC)fst01010347 Value. fast (OCoLC)fst01163873 Electronic books. Janssen, Jacques, 1939- Manca, Raimondo. Print version: Habart-Corlosquet, Marine. VaR methodology for non-Gaussian finance. London : ISTE Ltd. ; Hoboken : John Wiley & Sons, Inc., ©2013 9781848214644 (OCoLC)824530621 Focus series in finance, business and management. http://onlinelibrary.wiley.com/book/10.1002/9781118733691 Wiley Online Library ddc BK 206801 206801