Browsing Bachelor Thesis - Mathematics by Title
Now showing items 46-49 of 49
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Target risk of portfolios with return constraints: Optimization of conditional value at risk
(International University - HCMC, 2017)This paper is a study about Conditional Value at Risk (CVaR) concept which is widely known as an efficient instrument for measuring the amount of loss and also constructing an optimal portfolio. Based on the crucial objective ... -
Using fuzzy goal approach for portfolio optimizition
(International University - HCMC, 2017)Mathematical applications is widely used in di erent aspects of human life, particularly in nance. Quantitative models are created to nd the optimal solutions for nancial problems have helped signi cantly banking ... -
Value at risk analysis of options and bonds
(International University - HCMC, 2019)This thesis aims to provide some methodology for estimating the Value-at-Risk (VaR) for options and bonds. We rst introduce a review of basic knowledge for stochastic calculus. Based on some de nitions of VaR, the ... -
What Factors Drive Systemic Risks In Asian Emerging Markets
(2020)Determinants of systemic risk have been extensively investigated in developed markets and using the Ordinary Least Squares (OLS) regression models. However, several studies in the top-tier journals in finance and banking ...