Market risk management for hedge funds
Subtitle: foundations of the style and implicit value-at-risk
By: François Duc and Yann Schorderet.
Contributors: Schorderet, Yann.
Publisher: Chichester, West Sussex, England ; Hoboken, NJ
Published: 2008
Place of publication: John Wiley & Sons
Language: eng
ISBN-13: 9780470722992
Subjects: Hedge funds; Risk management; Hedge funds -- Evaluation; Investment analysis -- Mathematical models
Notes: Includes bibliographical references and index.