| VAR及其基本原理 |
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| 引用本文： | 张国良. VAR及其基本原理[J]. 沈阳航空工业学院学报, 2001, 18(3): 82-84 |
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| 作者姓名： | 张国良 |
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| 作者单位： | 沈阳航空工业学院国际经济系 |
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| 摘 要： | 目前金融衍生品市场迅速发展，使金融风险管理成为热门话题。VAR是在正常市场环境下，给定一定时间区间和置信度水平，测度最大损失的方法，本文仅介绍了VAR的发展历程和基本原理。
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| 关 键 词： | VAR 原理 计算方法 风险价值系统 时间区间 置信度 金融风险 |
| 文章编号： | 1007-1358(2001)03-0081-03 |
| 修稿时间： | 2001-01-24 |
VAR and Its Base Theory |
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| ZHANG Guo-liang. VAR and Its Base Theory[J]. Journal of Shenyang Institute of Aeronautical Engineering, 2001, 18(3): 82-84 |
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| Authors: | ZHANG Guo-liang |
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| Affiliation: | ZHANG Guo-liang |
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| Abstract: | The market of financial derivatives is developing rapidly at present. All these make the ma-nagement on financial risk become the hot issue.VAR is the anticipated most heavy loss under the normal market environment wtth the given confident level and time horizon.This text has introduced the development course and definition of VAR. |
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| Keywords: | VAR theory the method of calculate |
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