Using Value at Risk Analysis to Evaluate the Market Risk of Put Warrant
碩士 === 實踐大學 === 企業管理學系碩士班 === 96 === The purpose of this study is to apply Value at Risk (VaR) to measure the market risk of put warrant. The data were gathered from all the public issuing put warrants during the period form August 01, 2007 through March 31, 2008. It selects three put warrants (incl...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/83869078798939616121 |