Title page for etd-0825103-095715


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URN etd-0825103-095715
Author Hui-Wen Chai
Author's Email Address No Public.
Statistics This thesis had been viewed 5350 times. Download 4148 times.
Department Finance
Year 2002
Semester 2
Degree Master
Type of Document
Language zh-TW.Big5 Chinese
Title The simulation research on capital adequancy for banks--study on market risk
Date of Defense 2003-07-10
Page Count 75
Keyword
  • GARCH
  • monte carlo method
  • VAR
  • capital adequancy
  • historical simulation method
  • market risk
  • Abstract NONE
    Advisory Committee
  • NONE - chair
  • NONE - co-chair
  • none - advisor
  • Files
  • etd-0825103-095715.pdf
  • indicate access worldwide
    Date of Submission 2003-08-25

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