A STUDY OF APPLING VaR TO THE CONTROL OF PORTFOLIO IN FINANCIAL TSUNAMI
碩士 === 國立臺北大學 === 國際財務金融碩士在職專班 === 97 === In recent years, there are more and more significant financial markets crises. Many practitioners and researchers pay a lot of attention to the risk management. As a result, value at risk (VaR) has become a widely used measure of market risk in risk manageme...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/25720492323311340679 |