All ebooks by Raimondo Manca in PDF and EPUB

VaR Methodology for Non-Gaussian Finance

Marine Habart-Corlosquet , Jacques Janssen , Raimondo Manca

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 and III regulatory...