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In modeling heavy tails,we focus on multivariate t distributions and derive the moment generating function of the quadratic approximation.Then we use Fourier transform,Chebychev's Inequality and numerical technique inversion to approximate VaR value of portfolio,compared with Cornish-Fisher Expansions normal model and Delta-Normal model.

在推导出多个外汇期权的投资组合的二次近拟的矩母函数表达式基础上，本文使用傅里叶变换、切比雪夫不等式、数值转换计算求出投资组合的VaR的值，并和基于多元正态分布Cornish-Fisher模型以及基于Delta-正态模型计算所得的VaR值了进行比较。

So two methods are used to remove the local relation. One is that extremal index is introduced to POT model. The analysis showed that the introduction of extremal index improves validity and veracity of VaR based on POT model. Still VaR based on POT model introducing extremal index is invalid in low confidence level. The other is to filter returns series using GARCH model.

为此引入两种方法来消除超阈值的局部相关性：一是将极值指标引入到POT模型中，实证分析发现极值指标的引入不仅改善了POT模型估计VaR的有效性，而且还提高了POT模型估计的准确性，尽管如此在较低的置信水平上即便引入极值指标，POT模型估计VaR仍是无效的；二是用GARCH模型对收益率序列进行过滤处理。

Combining with capital structure theory such as MM theorem, we apply fuzzy option based VaR measure to arrangement for corporate capital structure.

在隶属度为1的情况下，北京市市政债券适度发债规模约为110亿元，隶属度为0.7时，为寻求绝对安全，发债规模以不超过100亿元为宜。该结果具有弹性，利于决策高层决策。 7。在非统一理性的基本框架下，将模糊期权应用于VAR方法，建立了基于模糊期权的VaR测度，并以该测度为工具，结合现代资本结构理论如MM定理，运用于公司资本的确定以及资本结构安排。

Chapter 4 uses empirical analysis to test the convexity and subadditivity of VaR, ES and TCE, and test the validity of VaR and ES by back test in China stock market.

第四章——市场风险度量的实证比较分析采用实证分析方法，以我国股票市场的历史数据为样本数据，对VaR、ES和TCE进行凸性和次可加性检验；通过返回检验对VaR和ES两种风险度量在我国股票市场的有效性进行实证检验。

The eco-physiological characteristics of drought endurance of Pinus sylvestris var.mongolica were studied under different climatic regions, soil water and leaf water condition.Furthemore,the response and adaptability of trees to water stress was done.The below showed the results. 1 The parameters of drought endurance of P. sylvestris var. mongolica was measure and studied by PV technology in the subhumid, semiarid and arid regions The results indicated the osmotic potentials at water saturation condition and at the initial loss turgor decreased as the climatic drought degree increased,and related linearly with the climatic moisture index.It was proved that the drought endurance of P. sylvetris var. mongolica was varible and the elevation of the osmotic adjust capability was a main way to the adaptation of trees to the drought climatic environment.

本文研究了樟子松(Pinus sylvestris var.mongolica)的主要耐旱生理生态特征在不同地区、不同土壤水分状况和叶水分状况下的变化，进而研究了樟子松对水分胁迫的反应和适应，结果如下： 1 应用 PV 技术对半湿润区、半干旱区和干旱区樟子松耐旱性指标测定研究指出，水饱和总体渗透势和初始失膨点总体渗透势随着气候干旱程度增加而增加，与气候湿度指标呈直线相关，证明了樟子松属于耐旱性可变的树种，渗透调节能力增加是其对干旱气候适应的主要途径。

All evidences from both phenetic classification and cladistic classification demonstrated that the matsutake group is a polyphyletic group and Tricholoma nauseosum, T. matsutake and T. matsutake var. formosa come from one line of descent; T. focale, T. robustum and T. fulvocastaneum are closely related; T. zelleri, T. aurantium, T. caligatum var. nardosmia formed a clade. The result also suggested Dollo parsimony criterion was more suitable for phylogenetic reconstruction of the matsutake group based on morphological characters than the other two criterions.

在数量分类学研究中，通过表征分类和支序分类的研究得出结论如下：松口蘑群是一个多系群，北欧口蘑、松口蘑(T.matsutake)和松口蘑台湾变种(T.matsutake var.formosana)比较接近，羽衣口蘑、粗壮口蘑和黄褐口蘑(T.fulvocastaneum)也比较接近，泽氏口蘑、金黄口蘑(T.aurantium)和欧洲口蘑松香味变种(T.caligatum var.nardosmia)来自一个谱系。

Because of characteristics of quantify, synthesis, earthliness of VaR's measuring risk, VaR has been widely applied in many banks, financial institutions and supervision institutions, and now has been becoming the international standard. Therefore, introducing VaR to Chinese is practically very important.

VaR方法因其测量风险的定量性、综合性、通俗性等特点而被许多银行、金融机构和监管机构广泛应用，目前正在成为金融风险管理的国际标准，将它引入到我国的风险管理中有重大的现实意义。

In FRPS, they were distinguished, in addition to bract length, by having racemes laxly flowered (var. pauciflora ) or densely flowered (var. khasiana ).

在《中国植物志》内，他们是独特的，除苞片长度之外，还有总状花序花稀疏（var.pauciflora或花密集(var.khasiana)。

By utilizing stock index option to insurance stock portfolio, we choose VAR as its objective, establish balance between hedging cost and VAR, and get nonlinear equation which optimal strike price satisfies.

通过利用股票指数期权对股票组合进行保险，用VAR作为套期保值目标，在套期保值成本与VAR之间建立一个均衡关系，由此得到最优执行价格所满足的非线性方程。

Used methods suchas VaR and Copulas function to measure the risk of the financial conglomerate first ofall, and set up Copula-VaR model for risk measurement.

首先运用VaR和Copulas函数等方法对金融混业经营机构的风险进行度量，建立了计算金融混业经营集团的风险度量模型Copula-VaR。

For a big chunk of credit-card losses; the number of filings (and thus charge-off rates) would be rising again, whether

年美国个人破产法的一个改动使得破产登记急速下降，而后引起了信用卡大规模的亏损。

Eph. 4:23 And that you be renewed in the spirit of your mind

弗四23 而在你们心思的灵里得以更新