The simulation research on capital adequancy for banks--study on market risk

Description

NONE

Links & Downloads

1. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0825103-095715

Tags

GARCH

monte carlo method

VAR

capital adequancy

historical simulation method

market risk

Additional Fields

Identifer	oai:union.ndltd.org:NSYSU/oai:NSYSU:etd-0825103-095715
Date	25 August 2003
Creators	Chai, Hui-Wen
Contributors	none, NONE, NONE
Publisher	NSYSU
Source Sets	NSYSU Electronic Thesis and Dissertation Archive
Language	Cholon
Detected Language	English
Type	text
Format	application/pdf
Source	http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0825103-095715
Rights	unrestricted, Copyright information available at source archive