Quantile estimation and application of the Value at Risk
碩士 === 東吳大學 === 財務工程與精算數學系 === 101 === Risk management becomes even more critical due to the increasing varieties of financial instruments. Among all the measurement tools, the most significant is Value at Risk (VaR), commonly including variance-covariance, historical simulation and monte carlo simu...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/63517319856150377454 |