RiskCalculator Simple VaR Calculator provides:- Ev

Title: RiskCalculator

Category:
matlab
Tags:
[Matlab] [源码]
File Size:
18.9kb
Update:
2008-10-13
Downloads:
0 Times
Uploaded by:
白洋

Description: Simple VaR Calculator provides:- Evaluation of return distribution of single asset or portfolio of assets- Volatility forecasts using moving average and exponential algorithm- Value at Risk of single asset or portfolio measurement using parametric and historical simulation .- Historical data can be obtained from simple text file or MS Excel using Matlab Excel Links.

Downloaders recently: [More information of uploader 白洋]

To Search: Matlab Excel moving average garch var portfolio matlab value at risk calculate VaR using matlab

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