000440462 000__ 01586nam\a2200457Ia\4500 000440462 001__ 440462 000440462 003__ MiAaPQ 000440462 005__ 20211102003741.0 000440462 006__ m\\\\\o\\d\\\\\\\\ 000440462 007__ cr\cn\nnnunnun 000440462 008__ 080908s2008\\\\enk\\\\\ob\\\\001\0\eng\d 000440462 010__ $$z 2008039311 000440462 020__ $$z9780470722992 000440462 035__ $$a(MiAaPQ)EBC516968 000440462 035__ $$a(Au-PeEL)EBL516968 000440462 035__ $$a(CaPaEBR)ebr10381010 000440462 035__ $$a(CaONFJC)MIL268749 000440462 035__ $$a(OCoLC)615626876 000440462 040__ $$aMiAaPQ$$cMiAaPQ$$dMiAaPQ 000440462 050_4 $$aHG4530$$b.D83 2008 000440462 08204 $$a332.64/524$$222 000440462 1001_ $$aDuc, François. 000440462 24510 $$aMarket risk management for hedge funds:$$bfoundations of the style and implicit value-at-risk /$$cFrançois Duc and Yann Schorderet. 000440462 260__ $$aJohn Wiley & Sons :$$bChichester, West Sussex, England ; Hoboken, NJ,$$cc2008. 000440462 300__ $$axvi, 250 p. 000440462 336__ $$atext$$2rdacontent 000440462 337__ $$acomputer$$2rdamedia 000440462 338__ $$aonline resource$$2rdacarrier 000440462 504__ $$aIncludes bibliographical references and index. 000440462 506__ $$aAccess limited to authorized users. 000440462 650_0 $$aHedge funds. 000440462 650_0 $$aRisk management. 000440462 650_0 $$aHedge funds$$xEvaluation. 000440462 650_0 $$aInvestment analysis$$xMathematical models. 000440462 655_0 $$aElectronic books 000440462 7001_ $$aSchorderet, Yann. 000440462 852__ $$bebk 000440462 85640 $$3ProQuest Ebook Central Academic Complete $$uhttps://univsouthin.idm.oclc.org/login?url=https://ebookcentral.proquest.com/lib/usiricelib-ebooks/detail.action?docID=516968$$zOnline Access 000440462 909CO $$ooai:library.usi.edu:440462$$pGLOBAL_SET 000440462 980__ $$aBIB 000440462 980__ $$aEBOOK 000440462 982__ $$aEbook 000440462 983__ $$aOnline