Value at Risk for Grain Futures Portfolio -The Application of POT Model
碩士 === 國立屏東科技大學 === 農企業管理系 === 92 === In recent years, the risk management becomes increasingly important. Value at Risk is the most weighted risk tool in the risk management. The general financial sequence are generally fat-tailed, thus, the model which is hypothesize by normal distribution can’t e...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/07671360660270385177 |