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The Hong Kong Polytechnic University Department of Applied Mathematics Minimizing CVaR, and Hedging Issues, for a Portfolio of Derivatives
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Fax : + 60 3 5635 8200 Email: [email protected] Robotics Ng Khek Tong, Denver Tel : + 60 3 5628 4428 Fax :+ 60 3 5631 2922 E-mail: [email protected]
Abdul, Malek; Atsushi Akisawa; Bidyut B. Saha; Chua Hui Tong; Ng, Kim Choon; Takao Kashiwagi : Department: Mechanical Engineering
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Fax : + 60 3 5635 8200 Email: [email protected] Robotics Ng Khek Tong, Denver Tel : + 60 3 5628 4428 Fax :+ 60 3 5631 2922 E-mail: khek-tong.ng@my.abb.com
The Hong Kong Polytechnic University Department of Applied Mathematics Minimizing CVaR, and Hedging Issues, for a Portfolio of Derivatives
Abdul, Malek; Atsushi Akisawa; Bidyut B. Saha; Chua Hui Tong; Ng, Kim Choon; Takao Kashiwagi : Department: Mechanical Engineering
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