Pho-tōng hong-hiám
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| Pang-bô͘:絡 的類別 |
|---|
 |
| Credit risk |
| Market risk |
| Liquidity risk |
| Investment risk |
| Business risk |
| Profit risk |
| Non-financial risk |
對 波動的敏感勝 [修改]
風險管理 [修改]
風險管理是投資
註解 [修改]
- ↑ Ploeg, Antoine Petrus Cornelius van der (2006). Stochastic Volatility and the Pricing of Financial Derivatives. Tinbergen Institute Research Series (ēng Eng-gí). Amsterdam, Netherlands: Rozenberg Publishers. pp. 25–26. ISBN 978-90-5170-577-5.
- ↑ Hoang, Declan接Yen (2002) [1998]. "The Information Content of the FTSE100 Index Option Implied Volatility and Its Structural Changes With Links to Loss Aversion". Chū Knight, John L.; Satchell, Stephen. Forecasting Volatility in the Financial Markets. Butterworth - Heinemann Finance (ēng Eng-gí). Oxford and Woburn, MA: Butterworth-Heinemann. pp. 375–376. ISBN 978-0-7506-5515-6.
- ↑ Neftci, Salih N. (2004). Principles of Financial Engineering. Academic Press Advanced Finance Series (ēng Eng-gí). 山Diego, CA and London: Academic Press. pp. 430–431. ISBN 978-0-12-515394-2.
- ↑ Xekalaki, Evdokia; Degiannakis, Stavros (2010). ARCH Models for Financial Applications (ēng Eng-gí). Chichester, UK: John Wiley & Sons. pp. 341–343. ISBN 978-0-470-68802-1.
- ↑ Whaley, Robert (2008). "Volatility Derivatives". Chū Fabozzi, Frank J. Handbook of Finance, Financial Markets and Instruments (ēng Eng-gí). Hoboken, NJ: John Wiley & Sons. pp. 193–194. ISBN 978-0-470-39107-5.
- ↑ Saunders, Anthony; Allen, Linda (2010). Credit Risk Management怹and O͘t of the Financial Crisis: New Approaches to Value at Risk and Other Paradigms (ēng Eng-gí). Hoboken, NJ: John Wiley & Sons. pp. 3–4. ISBN 978-0-470-62236-0.
- ↑ Mačerinskienė, Irena; Ivaškevičiūtė, Laura; Railienė, Ginta (2014). "The Financial Crisis Impact on Credit Risk Management in Commercial Banks". KSI Transactions on KNOWLEDGE SOCIETY. 7 (1): 5–15.
參閱 [修改]
- Derivative
- Implied volatility
- Pang-bô͘:Ill (
市場 風險) - Risk management
- Standard deviation
- Value at risk method
- Volatility risk premium