A Study on Risk-measuring Methodology Concerning Volitility For Portfolio That Includes Options

Description

none

Links & Downloads

1. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0215105-101837

Tags

VaR

Portfolio

Full Model

Option

Diagonal Model

Implied Volitility

Delta

SPAN

Additional Fields

Identifer	oai:union.ndltd.org:NSYSU/oai:NSYSU:etd-0215105-101837
Date	15 February 2005
Creators	Lo, Shang-ping
Contributors	Yueh-h Chen, Der-ming Lieu, Jen-Jsung Huang
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-0215105-101837
Rights	not_available, Copyright information available at source archive