Value-at-Risk Measures and Value-at-Risk based Hedging Approach
博士 === 淡江大學 === 財務金融學系博士班 === 95 === This study focuses on VaR measurement and VaR-based hedge ratio, and it contains three parts. The first part is titled “Estimation of Value-at-Risk under Jump Dynamics and Asymmetric Information”, the second part is named “Hedging with Zero-Value at Risk Hedge Ra...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/15961485385121826218 |