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| File Information |
| Description |
Simple VaR Calculator provides:
- Evaluation of return distribution of single asset or portfolio of assets;
- Volatility forecasts using moving average and exponential algorithm;
- Value at Risk of single asset or portfolio measurement using parametric and historical simulation.
- Historical data can be obtained from simple text file or MS Excel using Matlab Excel Links. |
| MATLAB release |
MATLAB 5.2 (R10)
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| Comments and Ratings (2) |
| 18 Aug 2003 |
Kemal Man
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| 18 Oct 2004 |
Pavel Petkov
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Contact us at files@mathworks.com
