cvar信息详情

cvar发音

意思翻译

条件在险价值

相似词语短语

epidemiologist cv───流行病学家简历

bicyclist cvc───自行车cvc

peduncle cva───花梗

matrimony cv───婚姻履历

instructors cv───讲师简历

nr secvoe───secvoe编号

bearn cv───比恩简历

cva n───化学气相色谱仪

cvv number───cvv编号

valved cvc───cvc防护装置

双语使用场景

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.───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。

Taking the conditional value at risk (CVaR) as risk management index, DistCos purchase allocation among multi electricity trading markets is studied.───采用条件风险价值理论研究供电公司在多个电力交易市场中的最优购电分配策略。

This cvar allows the server admin(s) to preset a level that all other races a player has will start at when they are created.───这允许服务器却有总局(S)已达到预定的各项赛事的球员已经开始当他们创造。

Due to the relevance of the two market revenue, Gumbel Copula function is chosen and it is applied to the risk measure of power market.───由于两个市场收益的相关性,选取GumbelCopula函数度量电力市场的风险,并运用MonteCarlo模拟方法计算CVaR。

VaR and CVaR, especially the latter, have become standard tools of financial risk evaluation currently.───VaR和CVaR,尤其是后者,已成为当今金融评估的重要参数。

CVAR is the mean value of the investment portfolio's loss which is greater than the fixed VAR.───它是指在投资组合的损失大于某个给定的VAR值条件下的期望损失。

Sets the pausable cvar to 0.───设置允许暂停的值为0

Index Portfolio Optimization Model with CVaR Constraints and a Practical Analysis───基于CVaR约束的指数组合优化模型及实证分析

The Application of Risk Measure Model of CVAR in United Investment with Transaction fee───CVAR风险度量模型在带有交易费用的投资组合中的运用

英语使用场景

Meanwhile, this text uses CVaR to measure the market risk for European options without dividend - paying.

Taking the conditional value at risk (CVaR) as risk management index, DistCos purchase allocation among multi electricity trading markets is studied.

With the use of Monte Carlo simulation technology, the minimum conditional value at risk(CVaR) of the different confidence level and the composition of assets related are also analyzed.