View License

Download apps, toolboxes, and other File Exchange content using Add-On Explorer in MATLAB.

» Watch video

Highlights from
Parametric Value At Risk

Join the 15-year community celebration.

Play games and win prizes!

» Learn more

image thumbnail

Parametric Value At Risk

by

 

Computes the Parametric Value at Risk for a given Portfolio

computeParametricVaR(returns,confidence_level,plot_flag)

Contact us