The Quantitative Analytic Research of Extenics by VAR on the Risks of the Financial Derivatives Markets

摘要

By the basic methods and principles of VAR, the paper quantifies and analyses the financial derivatives markets and builds up the risks control model of the financial derivatives markets. Under the insufficiency development of the Chinese local derivatives markets, the lack of the products quantities on the sorts of the derivatives, and also enterprises always defeated in the "zero-sum game". It presents the risks control methods of the active regulation risks and ltimately achieves rational investment and the objectives on the risks self-control.