风险价值

根据保险资金投资组合的性质，提出用风险价值（VAR）计量其风险的设想，并通过实例进行说明，最后对风险价值在保险资金投资风险管理应用中的情况进行评价。

Based on the characteristics of insurance investment portfolio , it suggests using VAR to value these risks and justifying this idea with examples . It also evaluates the application of VAR in risk management process of insurance fund investment .

核密度估计在预测风险价值中的应用

The Application of The Kernel Density Estimates in Predicting VaR

风险价值方法或称VaR（ValueAtRisk）方法是近年来国际上比较流行的一种风险管理工具。

Value at Risk ( VaR ) is currently a prevailing risk manage tool .

基于n周期风险价值下的log最优资产风险控制模型及分析

Superior property risk control model and analysis in log on the theory about VaR in n circles

VaR（ValueAtRisk）&风险价值，是一种以规范的统计技术综合衡量市场风险的方法。

VaR ( Value at Risk ), is a method to weigh synthetically the market risk by a standard statistical technology .

基于风险价值VAR的BOT项目投融资风险分析

Risk Analyses of BOT Project Investment and Finance Based on VaR

基于VaR（风险价值）的金融投资的研究

Study on Financial Investment Based on the Technique of Value-at-risk

用ML法测算风险价值

The Calculation of Value-at-risk with ML

风险价值VaR的F检验法

The F Test of Value - at-Risk

第三章的核心是对VaR（风险价值）进行详细阐述。

Chapter Three mainly goes on about VaR ( Value at risk ) .

使用VAR风险价值方法对不确定性资产的风险因素进行考察；

Measured the influence of risk factor of uncertainty asset though VAR methods .

基于有限数据的风险价值（VaR）的线性加权方法

A New Simple Linearity Weighted Method in the Limited Data on Value at Risk

其次，不同的边际分布模型对投资组合的风险价值（ValueAtRisk）有显著的影响，如本文使用的GARCH模型和已实现波动模型。

Secondly , different marginal models , such as GARCH and Realized Volatility models , have significant effect on the portfolio Value at Risk .

基于分位数的VaR（风险价值）不具有一致性，可能误导投资组合优化和风险管理，ES（预期短缺）测度克服了这一缺点。

Quantile-based VaR is not coherent and may be misleading in portfolio investment and risk management .

第四部分：对风险价值VAR的基本原理、计算方法及其应用进行研究。

Part four studies the basic principle , method and application of the Value at Risk method .

事实上，所谓的风险价值（VaR）指标是华尔街最不受信赖的指标之一。

Behind the scenes the so-called Value-at-Risk measure is one of the least trusted on Wall Street .

其中以VaR方法估计风险价值是近年来比较热门的研究方向。

With which use the VaR method to estimate market volatility risk is popular in recent years .

VaR方法以概率论为基础，运用现代统计方法，对金融资产或资产组合的风险价值进行评估。

VaR is used in evaluating a single financial asset or portfolio by the modern statistics based on probability .

最后，我们还给出了一个计算风险价值（VaR）的算例。

Finally , we use our results to compute Value-at-risk ( VaR ) as an application of our research .

该行开创的“风险价值”（valueatrisk）评估指标未能提示即将发生的亏损，这表明，即便对最勤勉的银行家而言，保持对风险的控制也是一件非常困难的事情。

That " value at risk " , a measure JPMorgan pioneered , failed to flag the impending loss shows how hard it is to keep risk in check , even for the most diligent banker .

而VaR风险价值方法的出现则为有效的风险管理提供了强有力的技术支持。

The appearance of Value at Risk ( VaR ) method provided the technique aid for managing financial risk efficiently .

提出了风险价值VaR的状态可数计算法，为计量价格风险提供了另一条可能的途径。

With price transfer probabilities , this paper develops a method to caculate value at risk & countable conditions method .

压力测试作为风险价值（VAR）法的必要补充已发展成为金融机构风险管理中不可或缺的方法之一。

For an essential supplement , stress test has became one of indispensable methods in risk management of commercial banks .

基于GARCH模型的风险价值蒙特卡罗模拟

The Application of Monte Carlo Simulation Based on GARCH Model in Computing Var

因此，本文主要是对VaR风险价值法这一新型风险管理工具如何在我国证券市场中得到有效应用进行一些探讨。

So this paper is about that how to apply VaR method as a new risk management efficiently in our country .

提出了使用VAR（风险价值）方法分析弹药系统由于不确定因素引起的研制风险；

It puts forward the method of using VAR ( Value At Risk ) to analyze development risk of ammunition system .

VaR（ValueAtRisk）或称风险价值法是近年来新出现的金融风险管理工具，是一种利用统计思想对金融风险进行估值的方法。

VaR ( Value at Risk ) is a newly appeared financial risk management tool in recent years , which is a method that uses statistic thought to evaluate the financial risk .

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。

Value at Risk model is a kind of financial risk measure that is extensively supported and accepted by international financial community .

基于GARCH模型的风险价值在现货黄金市场的比较研究

Comparative studies of the value at risk based on GARCH family model in spot gold market

精确度量风险价值（Value-at-Risk，VaR）和以及由此衍生的Expectedshortfall（ES）是对风险管理者的挑战。

The correct estimates of Value-at-Risk ( VaR ) and Expected Shortfall ( ES ) are real challenges to risk managers .