[一級(jí)估值與風(fēng)險(xiǎn)模型] VaR was originally developed as a work for setting risk limits for traders and portfolio managers. Its use has been extended to the identification of risk factors and to compare risks across asset classes.VaR是如何確定風(fēng)險(xiǎn)因素的呢？

eleven11 發(fā)布于：2023-03-21 10:16:02 瀏覽105次   FRM FRM Part I
添加圖片
0/1000

名師解答

Xue0530 發(fā)布于2023-03-22 14:01:32

加載中...