VaR and Risk Management Strategy
碩士 === 國立中央大學 === 財務金融研究所 === 94 === The paper focuses on two things：First, to compare conservation, accuracy, and efficiency of forecast performance of 5 VaR models：historical simulation method, Variance-Covariance method, Monte-Carlo simulation method(Multi-Normal), Monte-Carlo simulation method(C...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/04626592787918384983 |