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.
標簽:
distribution
Calculator
Evaluation
portfolio
上傳時間:
2013-12-21
上傳用戶:hasan2015