VaR方法在风险评估中的应用 |
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引用本文: | 曾鹏.VaR方法在风险评估中的应用[J].企业科技与发展,2009(1):37-38. |
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作者姓名: | 曾鹏 |
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作者单位: | 桂林工学院管理掌院,广西桂林541004 |
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摘 要: | 现代金融市场的金融产品种类繁多,市场不确定因素不断加大,市场风险越来越大,传统的风险评估方法难以满足市场对风险评估的需要。VaR法通过定量计算风险值,以求达到对风险准确评估的目的。
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关 键 词: | VaR法 风险评估 |
The Applications of VaR Method in Risk Assessment |
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Authors: | ZENG Peng |
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Institution: | ZENG Peng (Department of Management, Guilin Institute of Technology, Guilin Guangxi 541004) |
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Abstract: | In the modern financial market, the various financial products have brought about the increased uncertainty of market and the raised market risk. Therefore, the traditional methods of risk assessment cannot meet the needs of the risk assessment in market at present. According to calculating the risk quantitatively by VaR method, tile risk can be assessed ac- curately. |
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Keywords: | VaR melhod risk assessment |
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