The paper proposes a new tool to measure the risk in financial market:PaV,which means the hap pening probability with the given loss magnitude,and utilizes Copula function to obtain its computing *** cases are illustr...
详细信息
The paper proposes a new tool to measure the risk in financial market:PaV,which means the hap pening probability with the given loss magnitude,and utilizes Copula function to obtain its computing *** cases are illustrated for the promising applications of PaV.
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