摘要
期权的风险管理模型VaR是金融风险管理市场风险测量的一种方法。就期权定价模型,在VaR约束下的期权风险管理进行静态经济分析,从而探讨期权风险管理的最优的解。
The Model VaR for option risk management is a method to measure the option risks in financial markets.This paper makes a static research into the management of option risks under Model VaR,an option pricing model,so that an optimized solution to option risk management is obtained.
出处
《梧州学院学报》
2010年第3期36-43,共8页
Journal of Wuzhou University
关键词
VAR
期权
最优解
静态分析
VaR
option
optimized solution
static research
