VaR methodology for non-Gaussian finance Habart-Corlosquet, Marine. creator Janssen, Jacques 1939- Manca, Raimondo. text bibliography Electronic books. enk London Hoboken ISTE Ltd. John Wiley & Sons, Inc. ©2013 2013 monographic eng
electronic resource
1 online resource. 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. Marine Habart-Corlosquet, Jacques Janssen, Raimondo Manca. Includes bibliographical references and index. Finance Mathematical models Value Markov processes BUSINESS & ECONOMICS Finance Finance Mathematical models Markov processes Value HG106 .H33 2013 332 VaR methodology for non-Gaussian finance Habart-Corlosquet, Marine. London : ISTE Ltd. ; Hoboken : John Wiley & Sons, Inc., ©2013 (OCoLC)824530621 Focus series in finance, business and management 9781118733905 1118733908 9781118733691 111873369X http://onlinelibrary.wiley.com/book/10.1002/9781118733691 http://onlinelibrary.wiley.com/book/10.1002/9781118733691 DG1 130605 20171106103432.0 ocn846849486 eng