Then Monte Carlo Simulation methods applied in products investment decision under risk circumstance are studied,which include analyzing simulation object, building model,analyzing inputs and outputs.

The paper proposed a two-echelon optimal ordering model for multi-products with Conditional Value-at-Risk(CVaR) which is used popularly in the field of financial engineering.

Under the assumption that the yield series is a strictly stationary process,we present an equation satisfied by value at risk(VaR) at time t given historical data and an analytic formula for conditional value at risk(CVaR).