Market risk management for hedge funds foundations of the style and implicit value-at-risk

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-a...

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Bibliographic Details
Main Author: Duc, Francois (-)
Other Authors: Schorderet, Yann
Format: eBook
Language:Inglés
Published: John Wiley & Sons : Chichester, West Sussex, England ; Hoboken, NJ c2008.
Edition:1st edition
Series:Wiley finance series.
Subjects:
See on Biblioteca Universitat Ramon Llull:https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009627578506719
Description
Summary: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-Risk (VaR) models used today, addressing the robustness of each model, and looking at new risk measures available to more effectively manage risk in a hedge fund portfolio.The book begins by analysing the current state of the hedge fund industry - at the ongoing institutionalisation of the mar
Item Description:Description based upon print version of record.
Physical Description:1 online resource (268 p.)
Bibliography:Includes bibliographical references and index.
ISBN:9781119206248
9781282687493
9786612687495
9780470740798