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Highlights from
Student VaR / CVaR

  • FMinusOne( x,n ) This is material illustrating the methods from the book
  • InverseCDF4(x) This is material illustrating the methods from the book
  • NCVaR(x) This is material illustrating the methods from the book
  • QuantileN(u) This is material illustrating the methods from the book
  • StuCVaR(x,n) This is material illustrating the methods from the book
  • StuCVaR4(x) This is material illustrating the methods from the book
  • Stunorm(u,n) This is material illustrating the methods from the book
  • Stunorm3(x) This is material illustrating the methods from the book
  • Stunorm4(x) This is material illustrating the methods from the book
  • ScatterPlots.mThis is material illustrating the methods from the book
  • Test.mThis is material illustrating the methods from the book
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Student VaR / CVaR

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Student VaR and CVaR against Gaussian risk figures

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Description

It is part of chapter 1

VaR and CVaR illustration

Required Products MATLAB
MATLAB release MATLAB 7.14 (R2012a)
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