Risk Analysis Calculation Model 风险分析计算模型
By contract risk evaluation, risk disposal ability evaluation and risk strategy cost calculation, proposes the contract risk allocation model based on engineering dynastic operation.
并以合同风险评价、风险处置能力评估、风险策略成本测算为依托，提出了基于工程动态运行的合同风险分配模型。
Calculation case shows that in the given initial value and restraints, convexity gap model can lessen the exposure position of interest rate risk and increase yields.
计算实例表明，凸度缺口模型对于给定的初始值和约束条件，可以较好地减少利率风险的暴露头寸和提高收益；
The results show the method of calculation VaR of GARCH model is effective in risk management of China's stock market.
实证研究表明，GARCH模型的V aR计算方法对我国股市风险的管理有较好的效果。
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