Use Monte Carlo simulation and Volatility model to calculate VaR
碩士 === 淡江大學 === 財務金融學系 === 87 === In Recently, We see that some financial Institutes fail to investment then cause serious losses. It shows that the financial institutes hold investitive positions , they must to take market risk.. Then these financial institutes and businesses to place importance on...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
1999
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| Online Access: | http://ndltd.ncl.edu.tw/handle/77926638275684648391 |