Browsing Bachelor Thesis - Mathematics by Title
Now showing items 48-49 of 49
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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 ...