VaR Methodology for Non-Gaussian Finance
Marine Habart?Corlosquet, Jacques Janssen, Raimondo Manca(auth.)
Content:
Chapter 1 Use of Value?at?Risk (VaR) Techniques for Solvency II, Basel II and III (pages 1–16): Marine Habart?Corlosquet, Jacques Janssen and Raimondo Manca
Chapter 2 Classical Value?at?Risk (VaR) Methods (pages 17–34): Marine Habart?Corlosquet, Jacques Janssen and Raimondo Manca
Chapter 3 VaR Extensions from Gaussian Finance to Non?Gaussian Finance (pages 35–62): Marine Habart?Corlosquet, Jacques Janssen and Raimondo Manca
Chapter 4 New VaR Methods of Non?Gaussian Finance (pages 63–114): Marine Habart?Corlosquet, Jacques Janssen and Raimondo Manca
Chapter 5 Non?Gaussian Finance: Semi?Markov Models (pages 115–158): Marine Habart?Corlosquet, Jacques Janssen and Raimondo Manca
Chapter 1 Use of Value?at?Risk (VaR) Techniques for Solvency II, Basel II and III (pages 1–16): Marine Habart?Corlosquet, Jacques Janssen and Raimondo Manca
Chapter 2 Classical Value?at?Risk (VaR) Methods (pages 17–34): Marine Habart?Corlosquet, Jacques Janssen and Raimondo Manca
Chapter 3 VaR Extensions from Gaussian Finance to Non?Gaussian Finance (pages 35–62): Marine Habart?Corlosquet, Jacques Janssen and Raimondo Manca
Chapter 4 New VaR Methods of Non?Gaussian Finance (pages 63–114): Marine Habart?Corlosquet, Jacques Janssen and Raimondo Manca
Chapter 5 Non?Gaussian Finance: Semi?Markov Models (pages 115–158): Marine Habart?Corlosquet, Jacques Janssen and Raimondo Manca
Catégories:
Langue:
english
Pages:
173
ISBN 10:
1848214642
ISBN 13:
9781848214644
Fichier:
PDF, 3.23 MB
IPFS:
,
english0