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Value at risk models for a nonlinear hedged portfolio

Thesis (M.S.)--Worcester Polytechnic Institute. / Keywords: hedging; value at risk; risk measure; risk management. Includes bibliographical references.

Identiferoai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/57189182
Date January 2004
CreatorsLiu, Guochun.
Source SetsOCLC
LanguageEnglish
Detected LanguageEnglish
SourceLink to electronic thesis.

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