The Estimation of Value at Risk in the Exchange Rate - Comparing Value at Risk Models
碩士 === 國立高雄應用科技大學 === 金融資訊研究所 === 95 === The foreign exchange market is the biggest financial market in the world. The enterprise, having open foreign exchange position, always care the risk being caused by the fluctuation of exchange rate. The risk of exchange rate is caused by hedging incompletely...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/2vwwxj |