Comparing different methods for estimating value-at-risk (VaR) in emerging markets.
In the recent years, Value-at-risk (VaR) has become the standard risk measurement approach to measure market risk of financial and commodity derivative instruments and other financial instruments. VaR, though widely used by commercial bankers, derivative dealers, corporate treasury risk managers an...
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| Format: | Theses and Dissertations |
| Language: | English |
| Published: |
2008
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| Online Access: | http://hdl.handle.net/10356/7790 |
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| Institution: | Nanyang Technological University |
| Language: | English |