riskcalc

Version 1.0.0.0 (18.6 KB) by Anatoly Ivanov
Risk Calculator
5.0
(2)
8.5K Downloads
Updated 20 Jul 1998

No License

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.

Cite As

Anatoly Ivanov (2026). riskcalc (https://www.mathworks.com/matlabcentral/fileexchange/85-riskcalc), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R10
Compatible with any release
Platform Compatibility
Windows macOS Linux
Categories
Find more on Risk Management Toolbox in Help Center and MATLAB Answers
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Version Published Release Notes
1.0.0.0