金融风险测度分析-运筹学与控制论专业论文.docxVIP

AbstractThe Abstract The financial risk measurement is the focus of all of the society．This paper discussed the measures of the market risk or the non-market risk under the general theory flame．We have established the risk measurement axiom system by defining the notions like acceptable future random net worth，unacceptable position．We state that the risk measure which is translate invariant，sub—additive，positive homogeneous，and monotone，is the coherent risk measure．In this axiom system， we made a study of the coherent measures of risk and convex measures of risk， which is extended from the coh