VaR Methodology for Non-Gaussian Finance
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Published By John Wiley & Sons, Inc.

9781118733691, 9781848214644
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Classical Value-at-Risk (VaR) Methods

2013 ◽  
pp. 17-34 ◽  
Author(s):  
Marine Habart-Corlosquet ◽  
Jacques Janssen ◽  
Raimondo Manca
Keyword(s):  
At Risk ◽  
Value At Risk

Use of Value-at-Risk (VaR) Techniques for Solvency II, Basel II and III

2013 ◽  
pp. 1-16
Author(s):  
Marine Habart-Corlosquet ◽  
Jacques Janssen ◽  
Raimondo Manca
Keyword(s):  
At Risk ◽  
Value At Risk ◽  
Solvency Ii ◽  
Basel Ii

Non-Gaussian Finance: Semi-Markov Models

2013 ◽  
pp. 115-158
Author(s):  
Marine Habart-Corlosquet ◽  
Jacques Janssen ◽  
Raimondo Manca
Keyword(s):  
Markov Models ◽  
Non Gaussian

New VaR Methods of Non-Gaussian Finance

2013 ◽  
pp. 63-114
Author(s):  
Marine Habart-Corlosquet ◽  
Jacques Janssen ◽  
Raimondo Manca
Keyword(s):  
Non Gaussian

VaR Extensions from Gaussian Finance to Non-Gaussian Finance

2013 ◽  
pp. 35-62
Author(s):  
Marine Habart-Corlosquet ◽  
Jacques Janssen ◽  
Raimondo Manca
Keyword(s):  
Non Gaussian
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