Comparison study of different value at risk models and their effectiveness on the Malaysian palm oil futures (FCPO) market

Market risk is an important element of derivatives trading and can cause derivatives market participants to suffer substantial amount of loss if not managed properly. Value at Risk (VaR) is a tool that has been used to manage market risk particularly in the developed markets. This research tries to...

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Détails bibliographiques
Auteur principal:	Thirunavukkarasu, L K. Suppiah
Format:	Thèse
Langue:	anglais anglais
Publié:	2015
Sujets:	HG Finance
Accès en ligne:	https://etd.uum.edu.my/5053/1/s812942.pdf https://etd.uum.edu.my/5053/2/s812942_abstract.pdf

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