The VaR Models for financial derivatives : The case of Taiwan Top50 Tracker Fund
碩士 === 輔仁大學 === 應用統計學研究所 === 94 === The main goal for this research is to evaluate the performance of three different risk models for Taiwan Top50 Tracker Fund which type is Exchange Traded Fund (ETF). The result might be useful and helpful for investors or financial companies to control their risk...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/43359299717320796232 |