Philippe Jorion's写的著名的橙郡案例 Using Value at Risk to Control Financial Risk：

原案例可以自己去看 http://merage.uci.edu/~jorion/oc/case.html

请问哪位上过这个课的高人有答案阿 小女在此感激不尽！

The purpose of this case is to explain how a municipality can lose $1.6 billion in financial markets. The case also introduces the concept of "Value at Risk" (VAR), which is a simple method to express the risk of a portfolio. After the string of recent derivatives disasters, financial institutions, end-users, regulators, and central bankers are now turning to VAR as a method to foster stability in financial markets. The case illustrates how VAR could have been applied to the Orange County portfolio to warn investors of the risks they were incurring.

这题目实在让人头大 我一个人是做不完了 555 哭死...

恳求高人帮我 邮箱是moncherie@yahoo.co.uk