金融风险定量模型及其应用  

Quantitative Models of Financial Risk and Their Application

作　　者：元如林[1] 

机构地区：[1]上海金融学院,上海浦东新区201209

出　　处：《上海金融学院学报》2005年第2期18-21,共4页Journal of Shanhai Finance University

摘　　要：金融风险管理的基础和核心是对金融风险的定量分析和评估,即风险测量。风险价值模型是目前风险测量的主流方法。VaR模型具有概念简单、对风险的测量科学、实用、准确和综合等许多优点,因而获得了广泛的应用。The base and core of financial risk management is the quantitative analysis and value on financial risk. Now VaR model is the main method to measure financial risk, and is of simple concept. VaR model is provided with many advantages of scientificness, practicalness and accurateness to financial risk management, so it is applied widely.

关 键 词：金融风险 定量模型 风险价值 

分 类 号：F830.39[经济管理—金融学]