VaR Methodology for Non-Gaussian Finance

VaR Methodology for Non-Gaussian Finance

for $ 132.00 , or download a preview

132.0 VaR Methodology for Non-Gaussian Finance https://covers.feedbooks.net/item/1358132.jpg?t=1604454025 https://www.feedbooks.com/item/1358132/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 this… (more)


Book Details  


Publisher: Wiley-Iste (May 05, 2013)

Format: EPUB

Page count: 176 pages

File size: 5 MB

Protection: DRM

Language: English


Look for similar items  


>
>