1) value of receiving
受体型价值
1.
In this way, we can get six elements of value:value of grating, value of receiving, value of contents, value of form, value of awareness and value of quality.
通过要素分析的分类 ,可以得到价值的六个要素类型 :价体型价值、受体型价值、内容型价值、形态型价值、意识型价值、品质型价值。
2) value of granting
价体型价值
3) VaR
[vɑ:]
受险价值
1.
CVaR is a new tool for credit risk measurement and optimization, which provides the tail information of loss and is favorable to keeping away the extreme finance risk with very little probability.
条件受险价值是一种能够反映损失分布尾部信息,从而有利于防范小概率极端金融风险的风险度量和优化工具。
2.
As the tool for risk optimization, it simultaneously adjusts all positions in the portfolio in order to optimize ES, and simultaneously gain corresponding VaR.
期望短缺是一种新的风险量度和优化工具,它能够反映损失分布的尾部信息,从而有利于防范小概率极端金融风险;它能同时调整组合中所有头寸以优化期望短缺,同时得到相应受险价值。
6) Value at Risk(VaR)
受险价值
1.
As an integrated method to measure finance risks, value at risk(VaR) has been investigated widely in recent years.
本文讨论根据极值理论 (EVT)计算金融市场风险重要量度——受险价值 (Va R)的一种新方法 ,给出金融资产组合收益或损失尾部分布的二阶展开式的参数估计形式 ,并以此为基础提出用确定临界值并估计Va R的“两次子样试算法”,最后用 1971- 1998年的日元 /美元汇率 6 70 0多个历史数据验证在极端条件下用EVT估计 Va R具有很高的准确性 。
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