【摘要】 介绍VaR模型理论 ,计算上证综合指数在不同置信水平下的VaR值 ,并与实际损益作了对比。在分析所得数据的基础上 ,得出我国股市引入VaR模型的必要性更多还原

【Abstract】 This paper introduces VaR model and calculates the values of general stock index of Shanghai stock exchange at different confidence intervals,then compares them with actual lose On the basis of analyzing the data, it concludes the necessity of using model in our stock market更多还原