NDLTD Global ETD Search
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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.

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Spelling suggestions: "subject:"delta samma c.method"" "subject:"delta samma 20method""

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A Comparation Analysis on the Risk Model for Portfolio that Contains Equity Derivatives

Lin, Wan-Chun 23 June 2004 (has links)
none
Delta Normal Mothod
Diagonal Model
Scenario Simulation
Value at Risk
Delta Gamma Method
Cornish-Fisher Expansion

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