TY  - BOOK
AU  - Habart-Corlosquet,Marine
AU  - Janssen,Jacques
AU  - Manca,Raimondo
TI  - VaR methodology for non-Gaussian finance
T2  - Focus series in finance, business and management
SN  - 9781118733905
AV  - HG106 .H33 2013
U1  - 332 23
PY  - 2013///
CY  - London, Hoboken
PB  - ISTE Ltd., John Wiley & Sons, Inc.
KW  - Finance
KW  - Mathematical models
KW  - Value
KW  - Markov processes
KW  - BUSINESS & ECONOMICS
KW  - bisacsh
KW  - fast
KW  - Electronic books
N1  - 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
UR  - http://onlinelibrary.wiley.com/book/10.1002/9781118733691
ER  -