... Chng 2: dng l thuyt cc tr trong o lng ri ro t ch. 1. Ri ro t ch 2. M h o lng ri ro 3. Tham s ho bin li nhun v bin thua l 4. Mt s phng ph t ... na vic s dng VaR trong qun tr ri t bi ng tn tht th trnhng tip cn tng t nh c s dng trong nhiu khoa ... NngàyVaR (2.2) Tài liệu tham khảo1. Acerbi, C., Nordio, C., Sirtori, C.(2001), Expected Sho rtfall as a Tool forFinancial Risk Management, AbaxBank – Working Paper.2. Danielsson , J.&de...