English  |  正體中文  |  简体中文  |  Items with full text/Total items : 49200/83641 (59%)
Visitors : 7096718      Online Users : 43
RC Version 7.0 © Powered By DSPACE, MIT. Enhanced by NTU Library & TKU Library IR team.
Scope Tips:
  • please add "double quotation mark" for query phrases to get precise results
  • please goto advance search for comprehansive author search
  • Adv. Search
    HomeLoginUploadHelpAboutAdminister Goto mobile version
    Please use this identifier to cite or link to this item: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/4918


    Title: 期貨最適避險策略:風險值及低階部分動差的應用
    Other Titles: The Optimal Hedging Strategy of Futures: the Application of VaR and Lower Partial Moment
    Authors: 林允永;李進生
    Contributors: 淡江大學財務金融學系
    Date: 2002
    Issue Date: 2009-03-16 11:19:06 (UTC+8)
    Appears in Collections:[財務金融學系暨研究所] 研究報告

    Files in This Item:

    File Description SizeFormat
    912416H032010.pdf24KbAdobe PDF565View/Open

    All items in 機構典藏 are protected by copyright, with all rights reserved.


    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library & TKU Library IR teams. Copyright ©   - Feedback