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-at-...
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| Format: | eBook |
| Language: | English |
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Chichester, England
Wiley
2008
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| Series: | The Wiley Finance Series
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| Collection: | O'Reilly - Collection details see MPG.ReNa |
| 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 market |
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| Item Description: | Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002 |
| Physical Description: | xvi, 250 pages |
| ISBN: | 9781119206248 1119206243 9780470740798 |