VaR Methodology for Non-Gaussian Finance

VaR Methodology for Non-Gaussian Finance

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64.99 VaR Methodology for Non-Gaussian Finance http://covers.feedbooks.net/item/496855.jpg?t=1381285390 http://www.feedbooks.com/item/496855/var-methodology-for-non-gaussian-finance?utm_medium=uwishlist&utm_source=amazon

With the impact of the recent financial crises, more attention must be given to new models in finance rejecting “Black-Scholes-Samuelson” assumptions leading to what is called non-Gaussian finance. With the growing importance of Solvency II, Basel II and III regulatory rules for insurance companies and banks, value at risk (VaR) – one of the most popular risk indicator techniques plays a fundamental role in defining appropriate levels of equities. The aim of… (more)

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Book Details  


Publisher: Wiley-ISTE (May 06, 2013)

Format: EPUB

File size: 5.1 MB

Protection: DRM

Language: English


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