The Measurements of Value at Risk on Exchange Rates

碩士 === 國立成功大學 === 財務金融研究所 === 94 === Financial disasters have emphasized the importance of effective risk management for financial institutions. We collected the data of U.S. Dollar against Japanese Yen, British Pound, French Franc, Italian Lira, Canadian Dollar, and Euro Dollar as our empirical dat...

Full description

Bibliographic Details
Main Authors: En-Ju Lin, 林恩如
Other Authors: 王澤世
Format: Others
Language:zh-TW
Published: 2006
Online Access:http://ndltd.ncl.edu.tw/handle/50010533462417791633