Книга "VaR Methodology for Non-Gaussian Finance" - Jacques Janssen

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

Доступна для скачивания после оплаты