The Study of Robustness of Credit Value at Risk under The One Factor Model
碩士 === 東吳大學 === 商用數學系 === 94 === Although Value at Risk (VaR) is only a simple figure, it can measure the unexpected loss. It also can be the index of the risk control and express various kinds of risks clear. So the Basle Committee on Banking Supervision and many financial institutions place import...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/36982833697422623128 |