关于风险度量方法V aR的不同计算及改进思路

The Different Ways of Calculating and the Thinkings of the Improving about the VaR-the Way of Risk Measure

风险度量方法一直是金融投资研究的热点问题之一,风险定量化研究又是风险管理的中心任务之一,本文主要比较总结了一种风险度量方法V aR的不同计算及改进思路。

The way of risk measure is always one of the hottest problems about the research on financial inuestment. Mean while, the quantitative research on risk is one of the main tasks of the risk management . The main purpose of this article is to make a summary of the different thoughts of calculating and improvement for VaR which is a kind of risk measure.