analysis of financial risk measurement technology_0（分析金融风险测量technology_0）.docVIP

下载本文档

2
0
约1.14万字
约 11页
2017-09-05 发布于浙江
举报
版权申诉

analysis of financial risk measurement technology_0（分析金融风险测量technology_0）.doc

1、原创力文档（book118）网站文档一经付费（服务费），不意味着购买了该文档的版权，仅供个人/单位学习、研究之用，不得用于商业用途，未经授权，严禁复制、发行、汇编、翻译或者网络传播等，侵权必究。。
2、本站所有内容均由合作方或网友上传，本站不对文档的完整性、权威性及其观点立场正确性做任何保证或承诺！文档内容仅供研究参考，付费前请自行鉴别。如您付费，意味着您自己接受本站规则且自行承担风险，本站不退款、不进行额外附加服务；查看《如何避免下载的几个坑》。如果您已付费下载过本站文档，您可以点击这里二次下载。
3、如文档侵犯商业秘密、侵犯著作权、侵犯人身权等，请点击“版权申诉”（推荐），也可以打举报电话：400-050-0827(电话支持时间：9:00-18:30)。
4、该文档为VIP文档，如果想要下载，成为VIP会员后，下载免费。
5、成为VIP后，下载本文档将扣除1次下载权益。下载后，不支持退款、换文档。如有疑问请联系我们。
6、成为VIP后，您将拥有八大权益，权益包括：VIP文档下载权益、阅读免打扰、文档格式转换、高级专利检索、专属身份标志、高级客服、多端互通、版权登记。
7、VIP文档为合作方或网友上传，每下载1次，网站将根据用户上传文档的质量评分、类型等，对文档贡献者给予高额补贴、流量扶持。如果你也想贡献VIP文档。上传文档

analysis of financial risk measurement technology_0（分析金融风险测量technology_0）

Analysis of financial risk measurement technology Paper to write network: [Abstract] This paper estimates the financial risk of a new method of Copula theory studies at home and abroad have been summarized more clearly outline Copula methods in financial market risk estimates in the application development process and the status quo, on this basis , proposed a comprehensive risk measure Copula method can be adaptive and application prospects. [Keywords] Copula calculation of financial market risk integrated risk With economic globalization and financial liberalization, the global financial markets has been particularly rapid development of financial derivatives, showing unprecedented volatility, financial institutions and investors to the risks faced by an increasingly complex and diverse, so financial risk assessment and measurement has raised higher requirements. traditional risk measurement methods can not meet the needs of the modern financial industry based on this, Copula method estimates this new technology is introduced in the measurement of financial risk . Copula functions are called “dependent function” or “connection function”, which is the joint distribution of multi-dimensional random variable with one-dimensional marginal distribution function of link. Copula theory proposed in 1959 by Sklar, defines a joint distribution decomposition the K edge of its distribution and a Copula function, which describes the Copula function of the correlation structure between variables, Sklar theorem Copula approach laid the foundation for the development of the system, but until the late 1990s was only introduced in the financial sector, Nelson ( 1998) introduced a more systematic definition of Copula, construction method, and a comprehensive introduction to the nature of the Copula function and several important Copula function family. Embrechs (1999) Copula theory was introduced into the financial sector, the financial risk analysis to a new stag