A multi-period VaR model being able to incorporate credit risk.
碩士 === 國立臺灣大學 === 財務金融學研究所 === 93 === Risk management has experienced a revolution recently. It started by the new method for measuring financial market risk--Value at Risk (VaR) that was developed in response to the financial disasters of the early 1990s. The original VaR method focuses only on m...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/20525819731206165890 |