Chap005风险与收益 的.pptVIP

* * * * * * * * * * * * * 5-* Figure 5.5A Normal and Skewed Distributions 正态与有偏分布 Evaluation only. Created with Aspose.Slides for .NET 3.5 Client Profile 5.2.0.0. Copyright 2004-2011 Aspose Pty Ltd. 5-* Figure 5.5B Normal and Fat-Tailed Distributions (mean = .1, SD =.2)正态与厚尾分布 Evaluation only. Created with Aspose.Slides for .NET 3.5 Client Profile 5.2.0.0. Copyright 2004-2011 Aspose Pty Ltd. 5-* Value at Risk (VaR)在险价值 A measure of loss most frequently associated with extreme negative returns度量一定概率下发生极端负值所造成的损失 VaR is the quantile of a distribution below which lies q % of the possible values o