b***k
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GiveAName (goodman) 于 (Tue Mar 10 08:50:30 2009) 提到:
个人认为 VaR,li’s formula等难逃其咎。 basel 2不健全。不知大家怎么看？
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tomorrows (tomorrows) 于 (Tue Mar 10 08:54:26 2009) 提到:
LOL, tell me how var or any risk management measure is calculated. Does it
use assumption? Who decided the assumption?
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GiveAName (goodman) 于 (Tue Mar 10 09:43:11 2009) 提到:
I do now know why you expect me to e |
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