摘要
风险度量方法一直是金融投资研究的热点问题之一,风险定量化研究又是风险管理的中心任务之一,本文主要比较总结了一种风险度量方法V aR的不同计算及改进思路。
The way of risk measure is always one of the hottest problems about the research on financial inuestment. Mean while, the quantitative research on risk is one of the main tasks of the risk management . The main purpose of this article is to make a summary of the different thoughts of calculating and improvement for VaR which is a kind of risk measure.
出处
《山西焦煤科技》
2005年第10期23-25,共3页
Shanxi Coking Coal Science & Technology
作者简介
段红 女 1970年出生 1991年毕业于北京煤炭干部管理学院 经济师 太原 030024
