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The Cooperative Mechanism of Industry-University-Research and the Analysis of the Interaction between Factors
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The Design and Implementation of Network Class of Economic Law System
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The Design of Financial Risk Management System Based on VAR Model
p.4016
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The Development of a Human Resource Management System
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The Discussion of Precise Depreciation Management in China
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The Design of Financial Risk Management System Based on VAR Model
Abstract:
This paper give a brief introduction for VAR model, through the analysis and comparison of the three classic VAR model: a historical simulation method, Monte Carlo simulation method, Delta-Normal method, combined with actual demand of the financial industry. A suitable system model named Delta-Normal method is summarized to develop the risk management system of the financial industry.
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Info:
Periodical:
Advanced Materials Research (Volumes 926-930)
Pages:
4016-4019
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Online since:
May 2014
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© 2014 Trans Tech Publications Ltd. All Rights Reserved
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