想請問 VAR - 銀行
By Daniel
at 2008-04-09T11:36
at 2008-04-09T11:36
Table of Contents
風險值 VAR 與 信用風險值 credit value-at-risk
VAR
是由 損失波動幅度*波動倍數 得來的
那麼想要請問板上各位高手們
credit value-at-risk 要怎麼算
因為我在書上看到的都是理論
不知道有沒有實際的算法
謝謝各位。
感激不盡
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