助手标题  
全文文献 工具书 数字 学术定义 翻译助手 学术趋势 更多
查询帮助
意见反馈
   金融风险测度 的翻译结果: 查询用时:0.28秒
图标索引 在分类学科中查询
所有学科
金融
数学
更多类别查询

图标索引 历史查询
 

金融风险测度
相关语句
  financial risk measurement
     Financial Risk Measurement: CVaR
     金融风险测度的CVaR方法
短句来源
     The Method of our Financial Risk Measurement and its Control Mode Research
     我国金融风险测度方法与控制模型研究
短句来源
     Study on the Techniques of Financial Risk Measurement in the Situation of Small Sample
     小样本下的金融风险测度的技术研究
短句来源
     This paper observes financial market with both the Efficient Market Hypothesis(EMH) and the Fractal Market Hypothesis(FMH) at the same time, financial risk measurement is the base of the whole research.
     本文从有效市场假说(EMH)和分形市场假说(FMH)同时切入金融市场,以金融风险测度为基础开展研究。
短句来源
     Secondly, aimed at the higher standard of further reform and enlarging open of our country after joined WTO, and facing the challenge that financial internationalization tide brings to the financial development of our country, according to result of Positive research on financial risk measurement, and based on the two market theories, especially the fractal market theory, this paper puts stress on macroscopic finance, and does a thorough research and has put forward some basical and key strategy for our country to implement financial supervision in this new period.
     其次,针对加入WTO以后,我国金融改革深入、开放扩大的更高要求,以及面对金融国际化浪潮给我国金融发展带来的挑战,利用两种市场理论,特别是分形市场理论,根据金融风险测度实证研究的结果,着眼于宏观金融,深入研究并且提出了新时期我国实施金融监管的基本策略与核心策略。
短句来源
更多       
  finance risk measurement
     The Study of Macroscopic Finance Risk Measurement System
     我国宏观金融风险测度研究
短句来源
     The Statistical Study on the Finance Risk Measurement
     金融风险测度统计研究
短句来源
     Then,using hierarchical analyses approach in determining the weights of the various risks, the theoretical model of macroscopic finance risk measurement system was constructed.
     然后根据层次分析法确定风险权重,进而构造了我国宏观金融风险测度的理论模型。
短句来源
  “金融风险测度”译为未确定词的双语例句
     Study on financial risk measure based on multifractal theory
     基于多标度分形理论的金融风险测度指标研究
短句来源
     The Analyse of Financial Risk Measures
     金融风险测度分析
短句来源
     The Application and Comparison of VaR and CVaR in the Financial Risk Management
     VaR与CVaR在金融风险测度中的应用
短句来源
     At present, the mainstream method financial risk measure for is value at risk (VaR) which emerges only after 93, It is refers the market in under the normal undulation situation, some one portfolio most greatly loses under specified probability, But VaR also has the very many exploitation conditions, these conditions are not often consistent with the market condition.
     目前,金融风险测度的主流方法仍为1993年兴起的风险价值VaR(Value at Risk)技术,它是指市场在正常波动的情况下,某一资产在一定置信水平下的最大损失。 但是VaR存在很多使用条件,而这些条件往往与市场条件不符。
短句来源
     This article builds up macroscopic finance risk indicators system, which includes macroscopic finance environment risk, bank default risk, foam economic risk, national debt risk and foreign capital impacting risk. Making use of mapping approach, authors turn the primitive indicators into interval indicators.
     文章根据统计指标体系的构建原则,建立了由宏观经济环境、银行呆坏账、泡沫、国债和外资冲击在内的宏观金融风险测度指标体系,利用映射法原则将原始指标区间化。
短句来源
更多       
查询“金融风险测度”译词为用户自定义的双语例句

    我想查看译文中含有:的双语例句
例句
没有找到相关例句


In the financial market system, the measures and hedging of financial risk are important. Considering a financial market with risky stocks and riskless bond, we describe the stochastic model of stocks prices with stochastic volatility. In the context of our model, we propose measuring risk as the smallest expected weighted loss. Thus, our problem is transformed into one of risk control. On the basis of this, the existence of optimal risk control strategy is proved. By duality approach, we characterize the optimal...

In the financial market system, the measures and hedging of financial risk are important. Considering a financial market with risky stocks and riskless bond, we describe the stochastic model of stocks prices with stochastic volatility. In the context of our model, we propose measuring risk as the smallest expected weighted loss. Thus, our problem is transformed into one of risk control. On the basis of this, the existence of optimal risk control strategy is proved. By duality approach, we characterize the optimal control law.

面对开放的金融市场环境,金融风险的测度与防范已成为金融数学的研究热点之一.在考虑一个带有股票和债券的金融市场后,建立了具随机波动率的股票价格的随机微分方程模型.在这模型框架下,给出加权最小平均损失来测度风险的标准,于是问题转化为风险控制问题.在此基础上,证明了最优风险控制策略的存在性.并用对偶方法刻画了最优控制律的特征.

In this article we introduce the new evolvement of financial risk measures We explicate the axiom of coherent risk measures and its economic meaning,and we give three methods of dynamic coherent risk measures Coherent risk measures are very important in investment portfolio , risk management and risk capital allocation We also introduce the relation between coherent capital allocation and coalition game We provides an analysis method of embedding coherent risk measures in general equilibrium frame and directions...

In this article we introduce the new evolvement of financial risk measures We explicate the axiom of coherent risk measures and its economic meaning,and we give three methods of dynamic coherent risk measures Coherent risk measures are very important in investment portfolio , risk management and risk capital allocation We also introduce the relation between coherent capital allocation and coalition game We provides an analysis method of embedding coherent risk measures in general equilibrium frame and directions of research

本文介绍了金融风险测度理论的最新进展。我们详细说明了相容风险测度的公理化方法及该方法的经济意义,对动态相容风险测度给出了三种主要方法,并指出这些方法的未来可能应用方向。相容风险测度在投资组合优化中的应用对风险管理实践有较强的指导意义,我们指出了使用该方法与其他方法的区别。使用相容风险测度进行风险资本配置是更加合理的方法,本文介绍了相容资本配置原理与联盟博弈之间的关系,以及在一般均衡框架中嵌入相容风险测度的分析方法和相关结论,并指出进一步的研究方向。

This article builds up macroscopic finance risk indicators system, which includes macroscopic finance environment risk, bank default risk, foam economic risk, national debt risk and foreign capital impacting risk. Making use of mapping approach, authors turn the primitive indicators into interval indicators. Then,using hierarchical analyses approach in determining the weights of the various risks, the theoretical model of macroscopic finance risk measurement system was constructed.

文章根据统计指标体系的构建原则,建立了由宏观经济环境、银行呆坏账、泡沫、国债和外资冲击在内的宏观金融风险测度指标体系,利用映射法原则将原始指标区间化。然后根据层次分析法确定风险权重,进而构造了我国宏观金融风险测度的理论模型。

 
<< 更多相关文摘    
图标索引 相关查询

 


 
CNKI小工具
在英文学术搜索中查有关金融风险测度的内容
在知识搜索中查有关金融风险测度的内容
在数字搜索中查有关金融风险测度的内容
在概念知识元中查有关金融风险测度的内容
在学术趋势中查有关金融风险测度的内容
 
 

CNKI主页设CNKI翻译助手为主页 | 收藏CNKI翻译助手 | 广告服务 | 英文学术搜索
版权图标  2008 CNKI-中国知网
京ICP证040431号 互联网出版许可证 新出网证(京)字008号
北京市公安局海淀分局 备案号:110 1081725
版权图标 2008中国知网(cnki) 中国学术期刊(光盘版)电子杂志社