摘要
Var模型作为金融风险量化管理的有效方法,在国际金融界得到了广泛的认同和应用。本文介绍了Var模型的基本思想及Var值估算的三种具体方法,并对Var模型在中国金融风险管理中的应用前景进行了分析和展望。
The Var model that acts as the effective method for quantitive management of financial management has been general accepted. The article focus on the basic concepts and three methods for evaluating the Var. Further analysis and perspective suggestions are put forward in financial risk management.
出处
《南京财经大学学报》
2004年第5期41-43,共3页
Journal of Nanjing University of Finance and Economics
