Open Access
SHS Web of Conferences
Volume 17, 2015
ICMETM 2015 - International Conference on Modern Economic Technology and Management
Article Number 01006
Number of page(s) 10
Section Economic and Industry
Published online 25 March 2015
  1. Tian, Y. Description of How the Financial Engineering Manages and Avoid the Risk of Foreign Exchange —— Analysis on Two Useful Tools for Financial Engineering to Manage the Foreign Exchange Risk [J]. Journal of Jilin Teachers Institute of Engineering and Technology.
  2. Xie, F., Zhang, J., Song, L., Summary of Exchange Rate Risk Management [J]. Journal of Chongqing University of Technology 2011, 25(9): 46–51.
  3. Michael Adler, Bernard Dumas. Exposure to Currency Risk: Definition and Measurement [J]. Financial Management. 1983, 25(3): 121–125.
  4. Michel Crouhy, Dan Galai, Robert Mark. Risk Management [M]. [S.1]: McGraw-Hall Companies. 2001.
  5. Tian, L. Research on Risk Management in German Commercial Bank [M]. Beijing: Science Press. 2004.
  6. Shelagh Heffeman. Modern Banking in Theory and Practice [J]. New York: John Wiles & Sons. 1996: 56–60.
  7. Huang, H.L. Management of the Risk of Interest Rate and Exchange Rate in Commercial Bank [M]. Shanghai: Tongji University Press. 2002.
  8. Levonian, Soller J. Small loans, small business [J]. Mimeo. Federal Reserve Bank of San Francisco. 1994(12): 45–47.
  9. Jorion, P. Value at risk [M]. New York: McGraw-Hill. 1997.
  10. Rockafellar R, Tyrrell S. Operational Of Conditional Value-at-Risk [J]. Journal of Risk. 2000(3): 21–41.
  11. Lingin. The asymptotic distribution of extreme stock market returns [J]. Journal of Business. 1996(69)3: 383–408. [CrossRef]
  12. Yang, Y.J., Wang. Y.F. Design of Trading Guarantee in Futures Market [J]. Statistics and Decision. 2005(12): 104–105.
  13. Zhang, Y. Research on the Application of VaR in the Assessment of Exchange Rate Risk in the Commercial Bank [D]. Shanghai: Tongji University, 2007.
  14. Zhong, B, Wang, Q.S. Value of Financial Risk Based on Bayes Estimation—— VaR Calculation [J]. Mathematical Statistics and Management. 2007(5): 881–886.
  15. Liu, X.X., Qiu, G.H. Research on VaR and ES in the Adjustment of Chinese Stock Market Liquidity Based on Copula-EVT Model [J]. Mathematical Statistics and Management. 2010(1): 150–161.
  16. Xu. Y. Research on the Correlation of Financial Engineering and Financial Efficiency [J]. Contemporary Economy. 2012.21(9): 124–125.
  17. Cao, Y., On the Financial Engineering and Management of Exchange Rate Risk [J]. Modern Industry of Commerce and Trade. 2008.20(5): 166–167.
  18. Li, X. Research on the Application of Financial Engineering in the Management of Exchange Rate Risk [D] Hunan: Hunan Normal University. 2004.

Current usage metrics show cumulative count of Article Views (full-text article views including HTML views, PDF and ePub downloads, according to the available data) and Abstracts Views on Vision4Press platform.

Data correspond to usage on the plateform after 2015. The current usage metrics is available 48-96 hours after online publication and is updated daily on week days.

Initial download of the metrics may take a while.