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

Description

none

Links & Downloads

1. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0623104-070523

Tags

Delta Normal Mothod

Diagonal Model

Scenario Simulation

Value at Risk

Delta Gamma Method

Cornish-Fisher Expansion

Additional Fields

Identifer	oai:union.ndltd.org:NSYSU/oai:NSYSU:etd-0623104-070523
Date	23 June 2004
Creators	Lin, Wan-Chun
Contributors	Jen-Jsung Huang, Yih Jeng, Der-ming Lieu
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-0623104-070523
Rights	not_available, Copyright information available at source archive