Browsing by Author "Yen, Ha Thi Phi"
Now showing items 1-1 of 1
-
Value at risk analysis of options and bonds
Yen, Ha Thi Phi (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 ...