A Research about the VaR of Foreign Currency Futures in Taiwan Futures Exchange
碩士 === 國立高雄第一科技大學 === 金融系碩士班 === 106 === This study tries to find a better method for estimating the VaR of the foreign currency futures listed in Taiwan Futures Exchange, including RHF, RTF, XEF, and XJF. I use three models to estimate the VaR of the futures, including delta-normal model, which con...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2018
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| Online Access: | http://ndltd.ncl.edu.tw/handle/dwdq25 |