可拓学在金融衍生品市场风险中的量化分析

The Quantitative Analytic Research of Extenics by VAR on the Risks of the Financial Derivatives Markets

通过VAR的基本原理和基本方法,对金融衍生品市场进行分析、量化,建立了金融衍生品市场风险量化控制模型。针对我国本土的衍生品市场发展不够充分、在商品数量和衍生品种类上的相对匮乏、企业屡屡在"零和游戏"中失利的情况下,提出了主动监管风险的风险控制方法,最终达到理性投资和实现自我风险控制的目标。

By using the basic methods and principles of VAR,the paper quantifies and analyses the financial derivatives markets and builds up the risks control model of the financial derivatives markets.To solve the problems of insufficiency development of the Chinese local derivatives markets,the lack of the products quantities on the sorts of the derivatives,and also enterprises＇ defeats in the ＂zero-sum game＂,it presents the risks control methods of the active regulation risks and ultimately achieves rational investment and the objectives on the risks self-control.