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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 .
General Information
- Version 1.0.0.0 (18.6 KB)
-
No License
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
| Version | Published | Release Notes | Action |
|---|---|---|---|
| 1.0.0.0 |
