作者kapyevlonq (…)
看板NTU-GIIB2007
标题国际金融风险管理papers认领
时间Fri Nov 28 18:02:33 2008
请有修课的人自行推文欲报告的paper
先抢先赢,以下除了文章後有名字的皆可选择
1.Bank Var
2.credit derivative >>kim大 r96724065
3.default correlation of subprime lender
4.dynamic futures hedging
5.GARCH&risk management
6.Governance in banking >>王阳照d96724013
7.hedging volatility risk
8.implied volatility forecasting
9.loan pricing under basel II
10.Markov RS for hedging
11.Minimum variance hedging & prediction
12.Sarbabes Oxley act on banking
13.VaR a practical perspectives
14.Yield spread >>林昌佑r97741009
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※ 发信站: 批踢踢实业坊(ptt.cc)
◆ From: 140.112.217.17
1F:→ kapyevlonq:推3. 黄仕豪r96724087 11/28 18:27
2F:推 cornwell:推5. 陈奕如 r96724066 11/28 20:04
3F:推 Nihilist:9 r96724069 11/28 21:46
4F:推 treant123:8. 陈伯岳 r96724043 12/01 11:26
5F:推 bombman:LUCKY 7 12/04 14:34
6F:→ bombman:r96724071 12/04 14:35