Not only are Monte Carlo simulation techniques which can be use to estimate portfolio Value-at-Risk investigated, but also some applications in financial contagion using structural changing copula models are discussed in this dissertation.

• 论文不仅深入的研究了可用于投资组合VaR分析的Monte Carlo仿真技术，还探讨了变结构Copula模型在金融传染分析中的一些具体运用。