VaR methodology for non-Gaussian finance /

• Main Author: Habart-Corlosquet, Marine
• Other Authors: Janssen, Jacques, 1939-, Manca, Raimondo
• Format: eBook
• Language: English
• Published: London : ISTE Ltd. ; [2013]; Hoboken : John Wiley & Sons, Inc., [2013]
• Series: Focus series in finance, business and management.
• Subjects: Finance > Mathematical models.; Value.; Markov processes.; BUSINESS & ECONOMICS > Finance.; Electronic books.

Table of Contents:

• Use of Value-at-Risk (VaR) Techniques for Solvency II, Basel II and III / Marine Habart-Corlosquet, Jacques Janssen, Raimondo Manca
• Classical Value-at-Risk (VaR) Methods / Marine Habart-Corlosquet, Jacques Janssen, Raimondo Manca
• VaR Extensions from Gaussian Finance to Non-Gaussian Finance / Marine Habart-Corlosquet, Jacques Janssen, Raimondo Manca
• New VaR Methods of Non-Gaussian Finance / Marine Habart-Corlosquet, Jacques Janssen, Raimondo Manca
• Non-Gaussian Finance: Semi-Markov Models / Marine Habart-Corlosquet, Jacques Janssen, Raimondo Manca.