Автор: Jacques Janssen
Название: VaR Methodology for Non-Gaussian Finance
Категория: Бизнес-Книги/Управление, подбор персонала
Издательство: John Wiley & Sons Limited
ISBN: John Wiley & Sons Limited
Тип: book
Описание: 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
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