作者makbex (x-japan的悸動)
看板CCUfinGrad94
標題Re: [公告] 風險管理報告最新公告
時間Sat Dec 2 16:06:24 2006
※ 引述《cris0626 (Lucky)》之銘言:
玲華
The Effects of Asymmetries on Optimal Hedge Ratios
Brooks, Chris; Henry, Olan T.; Persand, Gita (2002)
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家宇
An empirical examination of the relation between futures spread
volatility ,volume,and open interest
Paul Berhanu Girma Mbodja Mougoue (2002)
____________________________________________________________
韻茹
Operational Risk:A Practitioner's view (2003)
Silvan Ebnother,Paolo Vanini,Alexander McNeil, and Pierre Antolinez
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◆ From: 140.123.165.177
※ 編輯: makbex 來自: 140.123.165.177 (12/02 16:08)
推 donsin:東炘 12/02 23:21
→ donsin:將果實蠅與郭姿吟加入避險績效 12/02 23:21
→ donsin: ---(以台灣市場為例) 12/02 23:23
→ donsin: (2006) 12/02 23:24
推 lvrp:好不好笑....... 12/03 14:47