Using Principal Component Analysis to Measure Value at Risk of Bond Positions
碩士 === 國立臺灣大學 === 商學研究所 === 86 === Since the concept of value at risk or "VaR" was derived, it gradually becomes an effective and popular tool to manage the market risk of financial products. Also it is suggested by international industry and re...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
1998
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| Online Access: | http://ndltd.ncl.edu.tw/handle/68428224139978625223 |