The Value at Risk to Research of TAIFEX Taiwan Stock Index Futures and MSCI Taiwan Stock Index Futures
碩士 === 朝陽科技大學 === 財務金融系碩士班 === 92 === Abstract This article content is to utilizes the VaR(Value at Risk) the quantification, which provides a set of risk management for derivative financical commodity to the weight target. This article will use of the Taiwan Futures Exchange and the MSCI Taiwan...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/98466295253995388204 |