The estimation and to compare methods of value at risk
碩士 === 國立雲林科技大學 === 財務金融系碩士班 === 95 === The value at risk（VaR）is that we use simple and definitely number to quantify the risk in the complex financial market. The result of the estimation of the value at risk most depends on those extreme events, especially those events which have low probability a...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/65669816740460632673 |