riskcalc

Versione 1.0.0.0 (18,6 KB) da Anatoly Ivanov
Risk Calculator
5.0
(2)
8,5K download
Aggiornato 20 lug 1998

Nessuna licenza

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.

Cita come

Anatoly Ivanov (2025). riskcalc (https://it.mathworks.com/matlabcentral/fileexchange/85-riskcalc), MATLAB Central File Exchange. Recuperato .

Compatibilità della release di MATLAB
Creato con R10
Compatibile con qualsiasi release
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Versione Pubblicato Note della release
1.0.0.0