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[学科前沿] 求高人 著名的橙郡案例 VAR Orange county 解答 [推广有奖]

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楼主
pajamaparty 发表于 2010-3-5 01:20:29 |AI写论文
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Philippe Jorion's写的著名的橙郡案例 Using Value at Risk to Control Financial Risk:
原案例可以自己去看 http://merage.uci.edu/~jorion/oc/case.html
请问哪位上过这个课的高人有答案阿 小女在此感激不尽!
The purpose of this case is to explain how a municipality can lose $1.6 billion in financial markets. The case also introduces the concept of "Value at Risk" (VAR), which is a simple method to express the risk of a portfolio. After the string of recent derivatives disasters, financial institutions, end-users, regulators, and central bankers are now turning to VAR as a method to foster stability in financial markets. The case illustrates how VAR could have been applied to the Orange County portfolio to warn investors of the risks they were incurring.
这题目实在让人头大 我一个人是做不完了 555 哭死...
恳求高人帮我 邮箱是moncherie@yahoo.co.uk

关键词:Orange county range Orang Count purpose county recent simple method

沙发
kaikaiok8 发表于 2010-3-7 08:19:28
才开始看这本书,飞利浦桥瑞的VAR.

藤椅
pajamaparty 发表于 2010-3-8 22:28:53
sigh......i'm waiting for the master
生命就像小说 只要好 不要长

板凳
qingcha0077 发表于 2010-3-11 07:00:51
sigh......i'm waiting for the master
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