An Empirical Comparisonof Various Approaches in Calculating Value at Risk
碩士 === 國立中央大學 === 統計研究所 === 104 === Recently, risk management has become an important issue, and value at risk (VaR) is a index to measure the market risk. The thesis adopts several methods to calculate VaR, including the non assumption methods and assumption methods. Non assumption methods like his...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2016
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/52066381284873352767 |