青年中文青年中文

cvar的意思

cvar中文翻譯:

條件在險價值

相似詞語短語

epidemiologist cv───流行病學家簡歷

bicyclist cvc───自行車cvc

peduncle cva───花梗

matrimony cv───婚姻履歷

instructors cv───講師簡歷

nr secvoe───secvoe編號

bearn cv───比恩簡歷

cva n───化學氣相色譜儀

cvv number───cvv編號

valved cvc───cvc防護裝置

雙語使用場景

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.───險價值是一種能夠反映損失分布尾部信息,從而有利于防范小概率極端金融風險的風險度量和優化工具。

Taking the conditional value at risk (CVaR) as risk management index, DistCos purchase allocation among multi electricity trading markets is studied.───采用條件風險價值理論研究供電公司在多個電力交易市場中的最優購電分配策略。

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.───這允許服務器卻有總局(S)已達到預定的各項賽事的球員已經開始當他們創造。

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.───由于兩個市場收益的相關性,選取GumbelCopula函數度量電力市場的風險,并運用MonteCarlo模擬方法計算CVaR。

VaR and CVaR, especially the latter, have become standard tools of financial risk evaluation currently.───VaR和CVaR,尤其是后者,已成為當今金融評估的重要參數。

CVAR is the mean value of the investment portfolio's loss which is greater than the fixed VAR.───它是指在投資組合的損失大于某個給定的VAR值條件下的期望損失。

Sets the pausable cvar to 0.───設置允許暫停的值為0

Index Portfolio Optimization Model with CVaR Constraints and a Practical Analysis───基于CVaR約束的指數組合優化模型及實證分析

The Application of Risk Measure Model of CVAR in United Investment with Transaction fee───CVAR風險度量模型在帶有交易費用的投資組合中的運用

英語使用場景

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.