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updated 4 months ago

Risk.m by Saeed Nazari

Saeed Nazari

Risk Evaluation in MATLAB (risk)

Risk.m

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updated 1 year ago

Semideviation by Abdulaziz Alhouti

Abdulaziz Alhouti

Estimates the downside and upside deviations (finance, investment, statistics)

[LowerSTD UpperSTD]=semistd(x)

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updated 2 years ago

Mining Economics with MATLAB by David Willingham

David Willingham

Simulates a distribution of Net Present Values of a mine via a forecasting model for Iron Ore Prices (commodities, mining, economics)

FitNPV(NPV)

cashflow(data,NTrials,SYear)

discounting(data,capex,NTrials,sales,discFactorY,salesb)

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updated 2 years ago

Parametric Value At Risk by David Willingham

David Willingham

Computes the Parametric Value at Risk for a given Portfolio (var, value at risk, parametric value at r...)

computeParametricVaR(returns,confidence_level,plot_flag)

exampleparvar.m

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updated 2 years ago

KMV Credit Risk Model - Probability of Default - Default Risk by Haidar Haidar

Haidar Haidar

Calculate probability of default based on Moody’s KMV. firms equity follows European call optition (risk, probability of defaul..., merton method)

KMV_MODEL.m

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updated 3 years ago

RISK by Joren Heit

Joren Heit

This is a digitalized version of the famous RISK board game. (risk, game, gui)

AddBtn(button, ~, game, patch, Buffer)

Attack(button, ~, game, player)

ClickFcn(handle, ~, board)

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updated 4 years ago

Energy Trading & Risk Management with MATLAB Webinar Case Study by Ameya Deoras

Ameya Deoras

MATLAB code for the generation asset risk analysis case study (energy trading, risk, market risk)

Calibrating Simulating Natural Gas Spot Prices

Modeling Simulating Hourly Electricity

Modeling Simulating Hourly Temperature

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updated 4 years ago

FinMetrics by Vitaly Kuznetsov

Vitaly Kuznetsov

Open source/open architecture quantitative portfolio management environment. (finance, investments, portfolio management)

fm(varargin)

Asset

AssetUniverse

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updated 5 years ago

PortVaR by Flavio Bazzana

Flavio Bazzana

VaR for portfolio stocks (finance, modeling, analysis)

(1./sqrt(2*pi)).*exp(-0.5.*x.^2);

-2/sqrt(2)*erfinv(1-2*p);

-sdvp(fix(l-l*p));

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updated almost 6 years ago

Cornish-Fisher VaR by Tal Shir

Tal Shir

Returns the Cornish-Fisher Expansion Valut at Risk. (Up to 4th moment) (value at risk, finance, risk)

CFVAR=CFvar(Rt,alpha)

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updated 6 years ago

VaR vs CVaR in Risk Management and Optimization by Gaia Serraino

Gaia Serraino

Case studies on VaR and CVaR optimization (optimization, var optimization, cvar optimization)

solve_PortRebStrat.m

solve_RiskControl_VaR.m

solve_VaR_vs_Prob.m

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updated almost 9 years ago

Robinson-Schensted Correspondence by Mark Sterling

Mark Sterling

Standard young tableaux computed for a permutation (young, tableaux, robinson)

Q=rsQ(pa);

[P,Q]=risk(x)

[P,pa]=rsP(x);

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updated 9 years ago

Risk Simulation by Imran Banderker

Imran Banderker

A simulation of the risk game. (games, risk, simulation)

myrisk(attackers,defenders)

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updated almost 10 years ago

RiskII by Paul de Wit

Paul de Wit

Play the Risk board game. (games, board, game)

RiskII(varargin)

diceplot(varargin)

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updated 10 years ago

Omega by Nabeel Azar

Nabeel Azar

Computes the omega value of a portfolio. (finance, modeling, analysis)

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updated almost 11 years ago

Risk by Paul de Wit

Paul de Wit

Determines if the offensive or defensive dice win for a popular board game. (games, dices, probability)

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updated 16 years ago

riskcalc by Anatoly Ivanov

Anatoly Ivanov

Risk Calculator (finance, modeling, analysis)

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