摘要
目前金融衍生品市场迅速发展 ,使金融风险管理成为热门话题。VAR是在正常市场环境下 ,给定一定时间区间和置信度水平 ,测度最大损失的方法 ,本文介绍VAR的基本计算方法。
The market of financial derivatives is developing rapidly at present. All these make the management on financial risk become a hot topic of conversation. VAR is an estimation of the maximum loss under the normal market environment with the given confident level and time interual. The method of calculation VAR is introduced in this paper.
出处
《沈阳航空工业学院学报》
2002年第3期88-89,共2页
Journal of Shenyang Institute of Aeronautical Engineering
