They develop an excessive faith in "value at risk" computer models, which seem to calculate their exposure in soothingly rigorous terms.
他们对“风险价值”电脑模型产生过度的信赖，这些模型似乎以令人释然的严格性计算出了他们的风险敞口。
The major additions I made had to do with certain aspects of financial markets, namely counterparty risk, value at risk, and pricing bubbles.
我额外添加了一些主要与金融市场有关的方面，比如交易双方风险，风险值和定价泡沫。
The main tool for assessing the short-term losses traders are exposed to is value at risk (VAR).
评估交易员所面临的短期损失的工具是风险价值（VAR）。
Taking the conditional value at risk (CVaR) as risk management index, DistCos purchase allocation among multi electricity trading markets is studied.
采用条件风险价值理论研究供电公司在多个电力交易市场中的最优购电分配策略。
Their "value at risk" models first lulled bankers into a false (and perilous) sense of security, but are now causing the financial system to seize up.
他们的“风险价值”模型一开始令银行家产生一种虚假(和危险)的安全感，但如今正引起金融体系失灵。
In the traditional financial risk measurement model, the basic method is based on normal distribution, and then the variance-covariance method used to solve the portfolio value at risk.
在传统的金融风险度量模型中，基本都是基于正态分布，然后运用方差一协方差法来求解资产组合的风险价值。
This suggests that using GH as building block, we may hopefully get some more realistic models in Value at Risk modelling and option pricing.
从而，以GH分布为基本模块构造风险管理模型和金融衍生产品定价公式在理论和实际应用中都将有重要意义。
Those regulators in Basel who are crafting new capital rules, for example, are now more wary about the efficacy models such as "Value at Risk".
例如，巴塞尔那些设计新资本规则的监管者，如今对“风险价值”(Value at Risk)等效验模型更加谨慎了。
We came up with the idea because it was clear that Value at risk would only work during rather dull markets, that is, perversely at times when it almost wasn't important to measure risk!
我们想到这个概念是因为很显然“风险价值”模型只有在市场平稳的时候才起作用，但那几乎是无需测量风险的时期！
Across the industry, value-at-risk—a measure of potential losses on a bad trading day—has risen steadily.
整个行业的风险价值(用于计量在某一不利的交易日可能遭受的潜在价值损失)稳步上升。
Our studies indicate that the model based on the generalized hyperbolic distributions can present more realistic Value-at-Risk estimates.
实证结果表明，基于广义双曲线分布的方法得到了较好的预测结果。
On the basis of the classical mean-variance model, the article proposes the asset allocation model with value-at-risk constraint and transaction cost.
在经典均值-方差模型的基础上，提出了存在交易费用时基于风险价值约束的资产配置模型。
On the basis of the classical mean-variance model, the article proposes the asset allocation model with value-at-risk constraint and transaction cost.
在经典均值-方差模型的基础上，提出了存在交易费用时基于风险价值约束的资产配置模型。
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