VaR计算方法综述

Survey of VaR computing methods

介绍VaR理论产生的背景条件;然后对VaR以及VaR的计算方法进行了较详细的分类介绍,突出介绍了VaR计算的参数方法;最后对各种方法的特点进行讨论和评价.

This paper first introduces the emergence of Var theory, then gives a more detailed description of theoretical research on computing methods. In particular, we focus on the parameter methods. Finally, conditions and characteristics of various computing methods are discussed.