摘要
金融风险测量理论已经成为金融理论一个重要组成部分和研究方向,金融风险分析已经从过去定性的分析发展到运用先进数学模型进行定量的分析和研究。本文综述了金融风险测量理论的研究进展。
The theory of financial risk measurement has become an important research fiels in financial theory.Financial risk analysis has been transferred from qualitative analysis to the use of advanced mathematical models for quantitative analysis and research.This article reviews the research progress of the financial risk measurement theory.
出处
《上海金融学院学报》
2012年第3期47-59,共13页
Journal of Shanhai Finance University
基金
上海市教委重点课题(J51601)
关键词
VAR
历史模拟法
相容风险测度
VaR
Historical Simulation Method
Coherent Measures of Risk