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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:"financial futures - amathematical models."" "subject:"financial futures - dmathematical models.""

1

Expected shortfall and value-at-risk under a model with market risk and credit risk

Siu, Kin-bong, Bonny., 蕭健邦. January 2006 (has links)
published_or_final_version / abstract / Statistics and Actuarial Science / Master / Master of Philosophy
Risk management - Mathematical models.
Financial futures - Mathematical models.
Markov processes.

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