Student VaR / CVaR

Student VaR and CVaR against Gaussian risk figures

Version 1.0.0.0 (8.68 KB)
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26 Sep 2012

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VaR and CVaR illustration

Cite As

Kienitz Wetterau FinModelling (2026). Student VaR / CVaR (https://www.mathworks.com/matlabcentral/fileexchange/38362-student-var-cvar), MATLAB Central File Exchange. Retrieved .

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Version Published Release Notes
1.0.0.0