Research on Market Risk of Financial Products and Empirical Analysis
碩士 === 國立清華大學 === 計量財務金融學系 === 105 === This paper put emphasis on market risk of financial products, by using the method of Value at Risk (VaR). Through backtesting technique to prove that the models and methods used in this paper for measuring extreme loss caused by market risk for financial produc...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/7a5cbb |