以模擬最佳化評量銀行的資產配置
碩士 === 國立政治大學 === 風險管理與保險研究所 === 95 === We focus on the bank’s asset allocation problem in this thesis. We use simulation optimization to solve the problem by evolution strategy, which is relatively new in the financial field. Simulation optimization consists of two steps: simulate numerous situatio...
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| Format: | Others |
| Language: | zh-TW |
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2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/79969937686227876601 |