個案資料
了解個案內容與學習目標，選擇授課教師及使用課程。
F&S Investments: Understanding Value at Risk
內容大綱
Within the context of a fictitious hedge fund, a new analyst has been asked to use value at risk (VaR) to evaluate two potential additions to its portfolio of funds. The case introduces a number of different methods of calculating VaR using many of the most common parametric and simulation-based techniques.