|Table of Contents|

Analysis and control for financial derivative products risk(PDF)

《长安大学学报(社科版)》[ISSN:1671-6248/CN:61-1391/C]

Issue:
2006年04期
Page:
42-45
Research Field:
交通运输与经济
Publishing date:
2006-12-20

Info

Title:
Analysis and control for financial derivative products risk
Author(s):
LIU Shan ZHOU Guo-guang
School of Economics and Management, Changan University, Xian 710064, Shaanxi, China
Keywords:
finance derivative financial instrument risk analysis common characteristics control marketing body
PACS:
F830. 9
DOI:
-
Abstract:
Based on the developing trend of derivative financial instruments finance market, the risks of derivative financial instruments are discussed . The measure to be taken from the macroscopic and microscopic is proposed to strengthen the management and supervision of derivative financial instruments through statistical methods. The authors suggest that fair marketing environment and perfect operation system should be established from the point of the government in order to lower the risk of derivative financial instruments. And marketing bodies should standardize activities and operating strategies from the view of the enterprises in order to control the risk of derivative financial instruments.

References:

[1] 罗伯特·A·斯特朗.衍生产品概论[M].王振山, 译.大连:东北财经大学出版社,2005.
[2] 熊玉莲.论金融衍生工具风险的一般性及在我国的特 殊表现和控制[J].江西社会科学,2005,30(5):219- 225.
[3] 孙宁华.金融衍生工具风险形成及防范[M].南京:南 京大学出版社,2004.
[4] 郑明川.衍生金融工具风险信息的VaR披露模式 [J].会计研究,2002,17(7):62-64.
[5] 于瑞泽,冯淑健.衍生金融工具的风险及其控制[J]. 经济师,2003,20(1):13-15.
[6] 刘 杉.关于衍生金融工具的风险控制研究[J].财会 通讯,2004,22(8):23-25.
[7] 耿建新,徐经长.衍生金融工具会计新论[M].北京: 中国人民大学出版社,2002.
[8] 战雪丽,张世英,张瑞锋.金融市场相关性分析及其度 量方法改进[J].长安大学学报:社会科学版,2006,8 (1):51-54.
[9] 温 军,安 鹏.博弈论框架下的信用缺失探析[J]. 长安大学学报:社会科学版,2004.6(1):45-48.
[10] 王君萍,丁文锋.风险投资家的双重逆向选择风险规 避机制[J].长安大学学报:社会科学版,2006,8(2): 56-60.

Memo

Memo:
-
Last Update: 2006-12-20