1) Value at Risk
在险价值
1.
Then it is used to estimate value at risk(VaR)of financial products.
介绍了利用极值理论研究随机变量尾部性质的方法,并将其应用于金融产品在险价值(VaR)的计算。
2.
Value at Risk is one of the most popular tools used to estimate the exposure to market risks,and it measures the worst expected loss at a given confidence level.
在险价值是目前市场风险估值的主流理论 ,被用来估计市场风险暴露在给定置信度下的最坏的预期损失 。
3.
As a kind of tool that financial profession measures the risk of market,value at risk has already been accepted extensively.
在险价值作为金融行业计量市场风险的一种工具,已经被广泛接受。
2) VaR
[vɑ:]
在险价值
1.
A Study on Optimal Strategies and VaR with Stochastic Interest Rate;
随机利率下最优投资策略及其在险价值研究
2.
In this paper, two optimization criteria are developed including Value-at–risk (VaR) and Conditional-tail-expectation (CTE) to consider the optimal stop-loss reinsurance retentions for two dependent risks from the insurance point.
本文采用最小化在险价值(VaR)和尾部条件期望(CTE)的标准,从保险人的角度考虑了双复合泊松分布风险模型的最优停止损失再保险。
3.
And the paper also trys to improve and explore other supply chain management methods and ideas through bringing in financial quantitative algorithms—VaR and CVaR.
全文以风险管理理论为线索;以模拟实验、线性规划为基本工具;以在险价值和条件在险价值在供应链风险管理领域的应用思路为指导,研究金融风险管理定量化分析方法(VaR和CVaR)在供应链管理采购模型、存储模型和风险评估模型中的应用。
5) VaR(Value-at-Risk)
VaR(在险价值)
6) CVaR
条件在险价值
1.
And the paper also trys to improve and explore other supply chain management methods and ideas through bringing in financial quantitative algorithms—VaR and CVaR.
全文以风险管理理论为线索;以模拟实验、线性规划为基本工具;以在险价值和条件在险价值在供应链风险管理领域的应用思路为指导,研究金融风险管理定量化分析方法(VaR和CVaR)在供应链管理采购模型、存储模型和风险评估模型中的应用。
补充资料：价值工程(见价值分析)
价值工程(见价值分析)
value engineering; VE: see value analysis; VA
jiazhi以洲笋h6ng价值工程(valuee峪~ng;视)析。见价值分
说明：补充资料仅用于学习参考，请勿用于其它任何用途。
参考词条