Abstract

It is well-known that futures transaction of negotiable securities and stocking are highly risky. How to prevent the risk is
very important for the investor. During the actual investment, the capability of controlling risk is often showed through
the capability of risk assessment. Up-to-date, many researchers are only limited to study one variable about it. In this
paper, based on the actual transaction, discussing many uncertain factors and probability characters, applying extremum
theory and considering fully the uncertainty from the price volatilities of futures, the new model of risk alarming is given.

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