Page 385 - 現代銀行監理與風險管理(增修訂二版)
P. 385
第 15 章 市場風險 —— 風險衡量與 風險值 367
[22] Sundaresan, Suresh (1997), Fixed Income Markets and Their Derivatives .
South Western College Publication.
[23] Wee, L. S. and Judy Lee (1995), “RAROC and Risk Mangement
Quantifying the Risks of Busi ness,” Bankers Trust New York
Corporation, August, pp. 1-60.
