·2,447,543篇论文数据,部分数据来源于NoteExpress
Trading desks would estimate the maximum possible loss on risky assets, hedge it and then record the net risk as minimal, inadvertently concealing huge tail risks in the gross exposure.
交易部门对风险资产的最大可能损失做了估计,对之进行对冲,然后将如此计算的最小风险净值记录在案,如此这般,却将风险毛值里的巨大的长尾风险疏忽性地掩盖起来。
youdao
应用推荐
模块上移
模块下移
不移动