通过VAR的基本原理和基本方法,对金融衍生品市场进行分析、量化,建立了金融衍生品市场风险量化控制模型。针对我国本土的衍生品市场发展不够充分、在商品数量和衍生品种类上的相对匮乏、企业屡屡在“零和游戏”中失利的情况下,提出了主动监管风险的风险控制方法,最终达到理性投资和实现自我风险控制的目标。 Through the basic principle and basic method of VAR, the financial derivative market is analyzed and quantified, and a quantitative control model of financial derivatives market risk is established. In view of the insufficient development of the local derivatives market in our country, the relative lack of the number of commodities and the types of derivatives, enterprises often put forward the risk control method of the active supervision of the risks under the condition of losing in “zero-sum game” Achieve the goal of rational investment and self-risk control.