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-...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Weitere Verfasser: | |
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Chichester, England ; Hoboken, NJ
Wiley
2008
|
| Schriftenreihe: | The Wiley Finance Series
v.511 |
| Schlagworte: | |
| Online-Zugang: | lizenzpflichtig |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
MARC
| LEADER | 00000cam a22000002 4500 | ||
|---|---|---|---|
| 001 | ZDB-30-ORH-051696746 | ||
| 003 | DE-627-1 | ||
| 005 | 20240228114556.0 | ||
| 007 | cr uuu---uuuuu | ||
| 008 | 200417s2008 xx |||||o 00| ||eng c | ||
| 020 | |a 9781119206248 |c electronic bk. |9 978-1-119-20624-8 | ||
| 020 | |a 1119206243 |c electronic bk. |9 1-119-20624-3 | ||
| 020 | |a 9780470740798 |c electronic bk. |9 978-0-470-74079-8 | ||
| 020 | |a 0470740795 |c electronic bk. |9 0-470-74079-5 | ||
| 020 | |a 9780470722992 |9 978-0-470-72299-2 | ||
| 035 | |a (DE-627-1)051696746 | ||
| 035 | |a (DE-599)KEP051696746 | ||
| 035 | |a (ORHE)9780470722992 | ||
| 035 | |a (DE-627-1)051696746 | ||
| 040 | |a DE-627 |b ger |c DE-627 |e rda | ||
| 041 | |a eng | ||
| 072 | 7 | |a BUS |2 bisacsh | |
| 082 | 0 | |a 332.64/524 |2 22 | |
| 084 | |a QK 530 |2 rvk | ||
| 100 | 1 | |a Duc, François |e VerfasserIn |4 aut | |
| 245 | 1 | 0 | |a Market risk management for hedge funds |b foundations of the style and implicit value-at-risk |c François Duc and Yann Schorderet |
| 264 | 1 | |a Chichester, England ; |a Hoboken, NJ |b Wiley |c 2008 | |
| 264 | 2 | |a [Place of publication not identified] |b HathiTrust Digital Library | |
| 300 | |a 1 online resource (xvi, 250 pages) | ||
| 336 | |a Text |b txt |2 rdacontent | ||
| 337 | |a Computermedien |b c |2 rdamedia | ||
| 338 | |a Online-Ressource |b cr |2 rdacarrier | ||
| 490 | 0 | |a The Wiley Finance Series |v v.511 | |
| 500 | |a Includes bibliographical references (pages 233-238) and index. - Print version record | ||
| 506 | |f Restrictions unspecified |2 star | ||
| 520 | |a 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. | ||
| 538 | |a 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. | ||
| 650 | 0 | |a Hedge funds | |
| 650 | 0 | |a Risk management | |
| 650 | 0 | |a Hedge funds |x Evaluation | |
| 650 | 0 | |a Investment analysis |x Mathematical models | |
| 650 | 2 | |a Risk Management | |
| 650 | 4 | |a Fonds spéculatifs | |
| 650 | 4 | |a Gestion du risque | |
| 650 | 4 | |a Fonds spéculatifs ; Évaluation | |
| 650 | 4 | |a Analyse financière ; Modèles mathématiques | |
| 650 | 4 | |a risk management | |
| 650 | 4 | |a BUSINESS & ECONOMICS ; Investments & Securities ; Futures | |
| 650 | 4 | |a Hedge funds | |
| 650 | 4 | |a Investment analysis ; Mathematical models | |
| 650 | 4 | |a Risk management | |
| 650 | 4 | |a Hedge Fund | |
| 650 | 4 | |a Risikomanagement | |
| 650 | 4 | |a Hedgefonder | |
| 650 | 4 | |a Riskhantering | |
| 650 | 4 | |a Hedgefonder ; utvärdering | |
| 650 | 4 | |a Investeringskalkyl ; matematiska modeller | |
| 700 | 1 | |a Schorderet, Yann |e MitwirkendeR |4 ctb | |
| 776 | 1 | |z 9780470722992 | |
| 776 | 0 | 8 | |i Erscheint auch als |n Druck-Ausgabe |z 9780470722992 |
| 856 | 4 | 0 | |l TUM01 |p ZDB-30-ORH |q TUM_PDA_ORH |u https://learning.oreilly.com/library/view/-/9780470722992/?ar |m X:ORHE |x Aggregator |z lizenzpflichtig |3 Volltext |
| 912 | |a ZDB-30-ORH | ||
| 912 | |a ZDB-30-ORH | ||
| 936 | r | v | |a QK 530 |
| 951 | |a BO | ||
| 912 | |a ZDB-30-ORH | ||
| 049 | |a DE-91 | ||
Datensatz im Suchindex
| DE-BY-TUM_katkey | ZDB-30-ORH-051696746 |
|---|---|
| _version_ | 1818767273502965760 |
| adam_text | |
| any_adam_object | |
| author | Duc, François |
| author2 | Schorderet, Yann |
| author2_role | ctb |
| author2_variant | y s ys |
| author_facet | Duc, François Schorderet, Yann |
| author_role | aut |
| author_sort | Duc, François |
| author_variant | f d fd |
| building | Verbundindex |
| bvnumber | localTUM |
| classification_rvk | QK 530 |
| collection | ZDB-30-ORH |
| ctrlnum | (DE-627-1)051696746 (DE-599)KEP051696746 (ORHE)9780470722992 |
| dewey-full | 332.64/524 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.64/524 |
| dewey-search | 332.64/524 |
| dewey-sort | 3332.64 3524 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>03478cam a22007452 4500</leader><controlfield tag="001">ZDB-30-ORH-051696746</controlfield><controlfield tag="003">DE-627-1</controlfield><controlfield tag="005">20240228114556.0</controlfield><controlfield tag="007">cr uuu---uuuuu</controlfield><controlfield tag="008">200417s2008 xx |||||o 00| ||eng c</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781119206248</subfield><subfield code="c">electronic bk.</subfield><subfield code="9">978-1-119-20624-8</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">1119206243</subfield><subfield code="c">electronic bk.</subfield><subfield code="9">1-119-20624-3</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780470740798</subfield><subfield code="c">electronic bk.</subfield><subfield code="9">978-0-470-74079-8</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0470740795</subfield><subfield code="c">electronic bk.</subfield><subfield code="9">0-470-74079-5</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780470722992</subfield><subfield code="9">978-0-470-72299-2</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-627-1)051696746</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)KEP051696746</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ORHE)9780470722992</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-627-1)051696746</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-627</subfield><subfield code="b">ger</subfield><subfield code="c">DE-627</subfield><subfield code="e">rda</subfield></datafield><datafield tag="041" ind1=" " ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="072" ind1=" " ind2="7"><subfield code="a">BUS</subfield><subfield code="2">bisacsh</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332.64/524</subfield><subfield code="2">22</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QK 530</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Duc, François</subfield><subfield code="e">VerfasserIn</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Market risk management for hedge funds</subfield><subfield code="b">foundations of the style and implicit value-at-risk</subfield><subfield code="c">François Duc and Yann Schorderet</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Chichester, England ;</subfield><subfield code="a">Hoboken, NJ</subfield><subfield code="b">Wiley</subfield><subfield code="c">2008</subfield></datafield><datafield tag="264" ind1=" " ind2="2"><subfield code="a">[Place of publication not identified]</subfield><subfield code="b">HathiTrust Digital Library</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 online resource (xvi, 250 pages)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="a">Text</subfield><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="a">Computermedien</subfield><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="a">Online-Ressource</subfield><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">The Wiley Finance Series</subfield><subfield code="v">v.511</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Includes bibliographical references (pages 233-238) and index. - Print version record</subfield></datafield><datafield tag="506" ind1=" " ind2=" "><subfield code="f">Restrictions unspecified</subfield><subfield code="2">star</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">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.</subfield></datafield><datafield tag="538" ind1=" " ind2=" "><subfield code="a">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.</subfield></datafield><datafield tag="650" ind1=" " ind2="0"><subfield code="a">Hedge funds</subfield></datafield><datafield tag="650" ind1=" " ind2="0"><subfield code="a">Risk management</subfield></datafield><datafield tag="650" ind1=" " ind2="0"><subfield code="a">Hedge funds</subfield><subfield code="x">Evaluation</subfield></datafield><datafield tag="650" ind1=" " ind2="0"><subfield code="a">Investment analysis</subfield><subfield code="x">Mathematical models</subfield></datafield><datafield tag="650" ind1=" " ind2="2"><subfield code="a">Risk Management</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Fonds spéculatifs</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Gestion du risque</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Fonds spéculatifs ; Évaluation</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Analyse financière ; Modèles mathématiques</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">risk management</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">BUSINESS & ECONOMICS ; Investments & Securities ; Futures</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Hedge funds</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Investment analysis ; Mathematical models</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Risk management</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Hedge Fund</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Risikomanagement</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Hedgefonder</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Riskhantering</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Hedgefonder ; utvärdering</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Investeringskalkyl ; matematiska modeller</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Schorderet, Yann</subfield><subfield code="e">MitwirkendeR</subfield><subfield code="4">ctb</subfield></datafield><datafield tag="776" ind1="1" ind2=" "><subfield code="z">9780470722992</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druck-Ausgabe</subfield><subfield code="z">9780470722992</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="l">TUM01</subfield><subfield code="p">ZDB-30-ORH</subfield><subfield code="q">TUM_PDA_ORH</subfield><subfield code="u">https://learning.oreilly.com/library/view/-/9780470722992/?ar</subfield><subfield code="m">X:ORHE</subfield><subfield code="x">Aggregator</subfield><subfield code="z">lizenzpflichtig</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-30-ORH</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-30-ORH</subfield></datafield><datafield tag="936" ind1="r" ind2="v"><subfield code="a">QK 530</subfield></datafield><datafield tag="951" ind1=" " ind2=" "><subfield code="a">BO</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-30-ORH</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-91</subfield></datafield></record></collection> |
| id | ZDB-30-ORH-051696746 |
| illustrated | Not Illustrated |
| indexdate | 2024-12-18T08:47:16Z |
| institution | BVB |
| isbn | 9781119206248 1119206243 9780470740798 0470740795 9780470722992 |
| language | English |
| open_access_boolean | |
| owner | DE-91 DE-BY-TUM |
| owner_facet | DE-91 DE-BY-TUM |
| physical | 1 online resource (xvi, 250 pages) |
| psigel | ZDB-30-ORH |
| publishDate | 2008 |
| publishDateSearch | 2008 |
| publishDateSort | 2008 |
| publisher | Wiley |
| record_format | marc |
| series2 | The Wiley Finance Series |
| spelling | Duc, François VerfasserIn aut Market risk management for hedge funds foundations of the style and implicit value-at-risk François Duc and Yann Schorderet Chichester, England ; Hoboken, NJ Wiley 2008 [Place of publication not identified] HathiTrust Digital Library 1 online resource (xvi, 250 pages) Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier The Wiley Finance Series v.511 Includes bibliographical references (pages 233-238) and index. - Print version record Restrictions unspecified star 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. 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. Hedge funds Risk management Hedge funds Evaluation Investment analysis Mathematical models Risk Management Fonds spéculatifs Gestion du risque Fonds spéculatifs ; Évaluation Analyse financière ; Modèles mathématiques risk management BUSINESS & ECONOMICS ; Investments & Securities ; Futures Investment analysis ; Mathematical models Hedge Fund Risikomanagement Hedgefonder Riskhantering Hedgefonder ; utvärdering Investeringskalkyl ; matematiska modeller Schorderet, Yann MitwirkendeR ctb 9780470722992 Erscheint auch als Druck-Ausgabe 9780470722992 TUM01 ZDB-30-ORH TUM_PDA_ORH https://learning.oreilly.com/library/view/-/9780470722992/?ar X:ORHE Aggregator lizenzpflichtig Volltext |
| spellingShingle | Duc, François Market risk management for hedge funds foundations of the style and implicit value-at-risk Hedge funds Risk management Hedge funds Evaluation Investment analysis Mathematical models Risk Management Fonds spéculatifs Gestion du risque Fonds spéculatifs ; Évaluation Analyse financière ; Modèles mathématiques risk management BUSINESS & ECONOMICS ; Investments & Securities ; Futures Investment analysis ; Mathematical models Hedge Fund Risikomanagement Hedgefonder Riskhantering Hedgefonder ; utvärdering Investeringskalkyl ; matematiska modeller |
| title | Market risk management for hedge funds foundations of the style and implicit value-at-risk |
| title_auth | Market risk management for hedge funds foundations of the style and implicit value-at-risk |
| title_exact_search | Market risk management for hedge funds foundations of the style and implicit value-at-risk |
| title_full | Market risk management for hedge funds foundations of the style and implicit value-at-risk François Duc and Yann Schorderet |
| title_fullStr | Market risk management for hedge funds foundations of the style and implicit value-at-risk François Duc and Yann Schorderet |
| title_full_unstemmed | Market risk management for hedge funds foundations of the style and implicit value-at-risk François Duc and Yann Schorderet |
| title_short | Market risk management for hedge funds |
| title_sort | market risk management for hedge funds foundations of the style and implicit value at risk |
| title_sub | foundations of the style and implicit value-at-risk |
| topic | Hedge funds Risk management Hedge funds Evaluation Investment analysis Mathematical models Risk Management Fonds spéculatifs Gestion du risque Fonds spéculatifs ; Évaluation Analyse financière ; Modèles mathématiques risk management BUSINESS & ECONOMICS ; Investments & Securities ; Futures Investment analysis ; Mathematical models Hedge Fund Risikomanagement Hedgefonder Riskhantering Hedgefonder ; utvärdering Investeringskalkyl ; matematiska modeller |
| topic_facet | Hedge funds Risk management Hedge funds Evaluation Investment analysis Mathematical models Risk Management Fonds spéculatifs Gestion du risque Fonds spéculatifs ; Évaluation Analyse financière ; Modèles mathématiques risk management BUSINESS & ECONOMICS ; Investments & Securities ; Futures Investment analysis ; Mathematical models Hedge Fund Risikomanagement Hedgefonder Riskhantering Hedgefonder ; utvärdering Investeringskalkyl ; matematiska modeller |
| url | https://learning.oreilly.com/library/view/-/9780470722992/?ar |
| work_keys_str_mv | AT ducfrancois marketriskmanagementforhedgefundsfoundationsofthestyleandimplicitvalueatrisk AT schorderetyann marketriskmanagementforhedgefundsfoundationsofthestyleandimplicitvalueatrisk |