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...

書誌詳細
第一著者:	Thirunavukkarasu, L K. Suppiah
フォーマット:	学位論文
言語:	英語英語
出版事項:	2015
主題:	HG Finance
オンライン･アクセス:	https://etd.uum.edu.my/5053/1/s812942.pdf https://etd.uum.edu.my/5053/2/s812942_abstract.pdf

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