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...
| मुख्य लेखक: | Thirunavukkarasu, L K. Suppiah |
|---|---|
| स्वरूप: | थीसिस |
| भाषा: | अंग्रेज़ी अंग्रेज़ी |
| प्रकाशित: |
2015
|
| विषय: | |
| ऑनलाइन पहुंच: | https://etd.uum.edu.my/5053/1/s812942.pdf https://etd.uum.edu.my/5053/2/s812942_abstract.pdf |
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समान संसाधन
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प्रकाशित: (2024) -
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प्रकाशित: (2022) -
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प्रकाशित: (2014) -
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प्रकाशित: (2015) -
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