9 RegisterLog in Sign up with one click: Facebook Twitter Google Share on Facebook var (redirected fromValue at risk) Thesaurus Financial Acronyms Encyclopedia Wikipedia VAR abbr. 1.value-added reseller 2.orVaRvalue at risk American Heritage® Dictionary of the English Language, Fifth Edition. ...
Value at Risk In risk analysis, a method to measure the probability oflosson aninvestment. One calculates the value at risk by measuring the historicaltrendsandvolatilityof the investment. The method is used most often byinvestorsin highly volatile commodities, such as energy products. ...
CVaR的含义是:把情况由最差到最好排序,在最靠前(最差)的q比例中求期望。 另外一个相关的概念是 VaR(value https://en.wikipedia.org/wiki/E
另一種作法是不考慮一些奇怪的情形,以減少悲观情绪,而情境最佳化也可以用在其他風險度量中,例如CVaR(风险条件值,Conditional Value at Risk),因此增加使用靈活度。 LASER-wikipedia2 LOAD MORE The most popular queries list: 1K, ~2K, ~3K, ~4K, ~5K, ~5-10K, ~10-20K, ~20-50K, ~50-100K, ~...
The market had come to expect that every day, almost immediately after the market close in New York, Dimon was supposed to receive a report about JPMorgan's daily value at risk (VAR)-the market value its entire balance sheet might lose if the market swung against it by a set probabilisti...
Wikipedia [val´u] 1.a measure of worth or efficiency. 2.a quantitative measurement of the activity, concentration, or some other quality of something. 3.an operational belief; an ideal, custom, institution of a society toward which the members of the group have an affective regard; any ...
Wikipedia Category filter: AcronymDefinition VARValue-Added Reseller(usually of technology products) VARVariable/Variation VARVariety VARVariant VARValue At Risk VARVideo Assistant Referee VARValue Added Reseller VARVulnerability Assessment Report VARVarious Routes of Administration(drugs) ...
Twitter Google Share on Facebook modulus (redirected fromabsolute value) Also found in:Dictionary,Thesaurus,Legal,Financial,Encyclopedia,Wikipedia. mo·du·lus (moj'yū-lŭs, mod'yū-), A coefficient expressing the magnitude of a physical property by a numeric value. ...
Also found in: Dictionary, Thesaurus, Medical, Legal, Financial, Idioms, Wikipedia. value, in economics value, in economics, worth of a commodity in terms of other commodities, or in terms of money (see price). Value depends on both desirability and scarcity. The marginal theory of value...
Define Value add. Value add synonyms, Value add pronunciation, Value add translation, English dictionary definition of Value add. n the difference between the total revenues of a firm, industry, etc, and its total purchases from other firms, industries,