Download apps, toolboxes, and other File Exchange content using Add-On Explorer in MATLAB.
Join the 15-year community celebration.
Play games and win prizes!
Rate this file 15 Downloads (last 30 days) File Size: 11.5 KB File ID: #38849 Version: 220.127.116.11
Parametric Value At Risk
07 Nov 2012 (Updated 01 Sep 2016)
Computes the Parametric Value at Risk for a given Portfolio