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  • 匿名
关注:1 2013-05-23 12:21

求翻译:计算市场风险的方法主要是在险价值(VaR),它是在正常的市场条件和给定的置信水平(Confidence interval,通常为99%)上,在给定的持有期间内,某一投资组合预期可能发生的最大损失;或者说,在正常的市场条件和给定的持有期间内,该投资组合发生VaR值损失的概率仅为给定的概率水平(即置信水平)。是什么意思?

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计算市场风险的方法主要是在险价值(VaR),它是在正常的市场条件和给定的置信水平(Confidence interval,通常为99%)上,在给定的持有期间内,某一投资组合预期可能发生的最大损失;或者说,在正常的市场条件和给定的持有期间内,该投资组合发生VaR值损失的概率仅为给定的概率水平(即置信水平)。
问题补充:

  • 匿名
2013-05-23 12:21:38
The method for calculating the market risk is value at risk (var), it is in normal market conditions and a given confidence level (confidence interval, typically 99%), in a given holding period, an investment The combination of the expected maximum loss that may occur; or var the value of the loss p
  • 匿名
2013-05-23 12:23:18
Market risk is mainly the risk value (VaR), it is in a normal market conditions and the given confidence level (Confidence interval, usually 99 percent) and in a given period, holding a portfolio might be expected to occur in the greatest loss; or, in the normal market conditions, and the holder for
  • 匿名
2013-05-23 12:24:58
Calculates the market risk the method mainly is in dangerous value (VaR), it is the fiduciary level which and assigns in the normal market condition (Confidence interval, usually is 99%) on, in assigns has in the period, some investment profolio anticipated possibly occurs loses most greatly; Or sai
  • 匿名
2013-05-23 12:26:38
Calculation market risk of method main is in insurance value (VaR), it is in normal of market conditions and given of confidence level (Confidence interval, usually for 99%) Shang, in given of holds during within, a a investment combination expected may occurs of maximum loss; or said, in normal of
  • 匿名
2013-05-23 12:28:18
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