A Study on SPAN's and TIMS's Intercommodity Risk-measuring Methodology For Portfolio That Include Options

Description

None

Links & Downloads

1. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0704102-140126

Tags

SPAN

TIMS

Delta

Additional Fields

Identifer	oai:union.ndltd.org:NSYSU/oai:NSYSU:etd-0704102-140126
Date	04 July 2002
Creators	FanGan, Shing-Lin
Contributors	Yih Jeng, none, 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-0704102-140126
Rights	unrestricted, Copyright information available at source archive