A Study on SPAN's Risk-measuring Methodology For Portfolio That Include Options-Apply Diagonal Model

Description

none

Links & Downloads

1. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0711103-162252

Tags

Diagonal Model

VaR

SPAN

TIMS

Additional Fields

Identifer	oai:union.ndltd.org:NSYSU/oai:NSYSU:etd-0711103-162252
Date	11 July 2003
Creators	Tsai, Huei-Chen
Contributors	Der-Ming Lieu, Yih-Jeng, 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-0711103-162252
Rights	withheld, Copyright information available at source archive