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Télécharger le livre : VaR Methodology for Non-Gaussian Finance
Marine Habart-Corlosquet , Jacques Janssen , Raimondo Manca
VaR Methodology for Non-Gaussian Finance
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...
Editeur : Wiley-ISTE
Parution : 2013-05-06

Format(s) : PDF, ePub
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