Student VaR / CVaR

Version 1.0.0.0 (8.68 KB) by Kienitz Wetterau FinModelling
Student VaR and CVaR against Gaussian risk figures
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1.9K Downloads
Updated 26 Sep 2012

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It is part of chapter 1

VaR and CVaR illustration

Cite As

Kienitz Wetterau FinModelling (2024). Student VaR / CVaR (https://www.mathworks.com/matlabcentral/fileexchange/38362-student-var-cvar), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2012a
Compatible with any release
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VaR_CVaR/

Version Published Release Notes
1.0.0.0