| 金融风险测量理论的进展 |
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| 引用本文： | 鹿长余.金融风险测量理论的进展[J].上海金融学院学报,2012(3):47-59. |
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| 作者姓名： | 鹿长余 |
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| 作者单位： | 上海金融学院,上海,201209 |
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| 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。
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| 关 键 词： | VaR 历史模拟法 相容风险测度 |
The Progress on the Theory of Financial Risk Measurement |
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| Lu Changyu.The Progress on the Theory of Financial Risk Measurement[J].Journal of Shanhai Finance University,2012(3):47-59. |
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| Authors: | Lu Changyu |
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| Abstract: | 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. |
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| Keywords: | VaR Historical Simulation Method Coherent Measures of Risk |
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