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...

书目详细资料
主要作者:	Thirunavukkarasu, L K. Suppiah
格式:	Thesis
语言:	英语英语
出版:	2015
主题:	HG Finance
在线阅读:	https://etd.uum.edu.my/5053/1/s812942.pdf https://etd.uum.edu.my/5053/2/s812942_abstract.pdf

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