摘要
讨论金融风险的定量分析技术模型 (Value at Risk,Va R) ,对 Va R的模型进行了分析 。
A (Value at Risk, VaR) model designed for the measurement of financial risk is discussed in this paper. An approximate formula is given and some methods of calculation of parameters are discussed too.
出处
《甘肃科学学报》
2001年第4期55-58,共4页
Journal of Gansu Sciences
基金
甘肃省软科学研究计划项目 ( RS0 0 2 -B6 5 -0 90
RS0 0 2 -A6 5 -0 6 9)
