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- 与 var 相关的网络例句 [注:此内容来源于网络,仅供参考]
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The most common type of mildew is powdery mildew, which is caused by the sphaerotheca pannosa var.
最常见的白粉病是白粉病,这是所带来的sphaerotheca黄背无功。
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So, one of our main objectives of this paper is to survey the recent developments in VaR modeling.
因此本文研究的重点之一是探讨VaR模型的最新进展及模型的适用性。
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In modeling heavy tails,we focus on multivariate t distributions and derive the moment generating function of the quadratic approximation.Then we use Fourier transform,Chebychev's Inequality and numerical technique inversion to approximate VaR value of portfolio,compared with Cornish-Fisher Expansions normal model and Delta-Normal model.
在推导出多个外汇期权的投资组合的二次近拟的矩母函数表达式基础上,本文使用傅里叶变换、切比雪夫不等式、数值转换计算求出投资组合的VaR的值,并和基于多元正态分布Cornish-Fisher模型以及基于Delta-正态模型计算所得的VaR值了进行比较。
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Especially, we verify that copula method can obtain more practical VaR value than traditional model of multivariate normal distribution.
尤其是验证了借助连接函数理论,能够取得比传统的多元联合正态分布模型更符合实际的VaR数据。
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We begin by investigating M—VaR model efficiency when security rates of returns have a multivariate normal distribution.
重点研究了收益率服从多元正态分布的最优投资组合均值—VaR模型在下述三种情形下的有效边缘。
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The major characteristic of the new method is that it computes the portfolio's VaR by using the functions of copula and marginal distributions only, and don't need to confirm the expression of the multivariate distribution.
其主要特点是只需要考虑连接函数与边际分布,就可以计算投资组合的在险价值,而不需要确定联合分布的具体形式。
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Not only the non-linear dependence between financial markets is able to be caught, but also the more flexible multivariate distribution which can be use to analyze portfolio VaR is able to be obtained from this model.
该模型不仅能够得到金融市场间的非线性相关性,而且可以得到更灵活的多元分布,进而用于资产投资组合VaR分析。
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I was shocked to find a species of pitcher plant called Nepenthes mirabilis var.
我很震惊地发现一个种猪笼草变种物种。
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This paper adopts parametric method, semiparametric method and nonparametric method to estimate the VaR of the futures market.
本文分别采用参数法、半参数法与非参数法来估计铜期货市场的风险值。
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Keywords Operation mode of Financial Conglomerate;Triangular Fuzzy Number Evaluation;Mode of Financial Supervision;Risk Measurement;Ternary Variate Normal Copula-VaR;Allocation of Economic capital;Virtual Econ
Article From 天津大学;管理科学与工程博士论文 2004年度金融混业经营模式;三角模糊数综合评价;金融监管模式;风险度量;三元正态Copula-VaR;经济资本分配;虚拟经济资本
- 相关中文对照歌词
- Teddybjörnen Fredriksson
- Jaget
- On Tha Ground
- Hold Min Hånd
- Vi Flyr
- ÞAð Sést Ekki Sætari Mey
- Flus
- Din Första Kyss
- Nordlyset
- Vålenga
- 推荐网络例句
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The small blue capacitor has very high chances to go fully shorted compare to electrolytic capacitor which is very rare.
小蓝电容器具有很高的机会去充分地缩短了比较电解电容器,这是非常罕见的。
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In the Italian campaigns of 1513 and 1515, when the Swiss won the victories of Novara and Marignan, he acted as army chaplain.
在意大利的运动, 1513年和1515年,当瑞士赢得了胜利,诺瓦拉和marignan ,他担任军队的牧师。
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Program Director Meini Nicolai says it's a terrible development for the displaced in Darfur.
尼科莱说,对达尔富尔流离失所的人来说,这样的发展态势太糟糕了。