| 金融风险度量VaR方法及其应用 |
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| 引用本文： | 张峰,胡艳连.金融风险度量VaR方法及其应用[J].长春师范学院学报,2006(12). |
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| 作者姓名： | 张峰 胡艳连 |
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| 作者单位： | 郑州航空工业管理学院数理系 郑州航空工业管理学院数理系 河南郑州 河南郑州 |
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| 摘 要： | 风险价值(VaR)是近年来受到国际金融界广泛支持和认可的一种度量金融风险的工具。本文介绍了VaR的基本原理、VaR的计算方法,并且比较了各种计算方法的优缺点及发展方向,阐述了将VaR方法引入中国金融风险管理领域对我国的金融市场建设的重大意义。
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| 关 键 词： | VaR 金融风险 风险管理 |
The VaR Methods and Its Application in Financial Risk Measure |
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| ZHANG Feng,HU Yan-Lian.The VaR Methods and Its Application in Financial Risk Measure[J].Journal of Changchun Teachers College,2006(12). |
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| Authors: | ZHANG Feng HU Yan-Lian |
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| Abstract: | Value at Risk model is a kind of financial risk measure that is extensively supported and accepted by international financial community.In this paper we introduces the fundamental theory of VaR and some computing methods of VaR.Introducing VaR method in the field of Chinese financial risk management is of significance to the building of financial market in China. |
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| Keywords: | value at risk financial risk risk management |
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