给出了通过MATLAB计算VaR的各种方法和实例我要分享

Various methods and examples of VaR calculation by MATLAB are given

var QBC 计算var案例 MATLAB计算VaR的各种方法 VAR-for-VaR

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文件大小： 285KB

代码分类：一般算法

开发平台： matlab

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代码描述

中文说明：

给出了通过MATLAB计算VaR的各种方法和实例

English Description：

Various methods and examples of VaR calculation by MATLAB are given

代码预览

Matlab code for VaR

Matlab code for VaR\.DS_Store

__MACOSX

__MACOSX\Matlab code for VaR

__MACOSX\Matlab code for VaR\._.DS_Store

Matlab code for VaR\alfauna.m

__MACOSX\Matlab code for VaR\._alfauna.m

Matlab code for VaR\calcvar.m

__MACOSX\Matlab code for VaR\._calcvar.m

Matlab code for VaR\Contents.m

__MACOSX\Matlab code for VaR\._Contents.m

Matlab code for VaR\dati1.mat

__MACOSX\Matlab code for VaR\._dati1.mat

Matlab code for VaR\dati2.mat

__MACOSX\Matlab code for VaR\._dati2.mat

Matlab code for VaR\dati3.mat

__MACOSX\Matlab code for VaR\._dati3.mat

Matlab code for VaR\deltaback.m

__MACOSX\Matlab code for VaR\._deltaback.m

Matlab code for VaR\deltadati.m

__MACOSX\Matlab code for VaR\._deltadati.m

Matlab code for VaR\deltamedia.m

__MACOSX\Matlab code for VaR\._deltamedia.m

Matlab code for VaR\deltaparametri.m

__MACOSX\Matlab code for VaR\._deltaparametri.m

Matlab code for VaR\deltavar.m

__MACOSX\Matlab code for VaR\._deltavar.m

Matlab code for VaR\ewmacorr.m

__MACOSX\Matlab code for VaR\._ewmacorr.m

Matlab code for VaR\monteback.m

__MACOSX\Matlab code for VaR\._monteback.m

Matlab code for VaR\montedati.m

__MACOSX\Matlab code for VaR\._montedati.m

Matlab code for VaR\montemedia.m

__MACOSX\Matlab code for VaR\._montemedia.m

Matlab code for VaR\montevar.m

__MACOSX\Matlab code for VaR\._montevar.m

Matlab code for VaR\normalestd.m

__MACOSX\Matlab code for VaR\._normalestd.m

Matlab code for VaR\ReadMe.pdf

__MACOSX\Matlab code for VaR\._ReadMe.pdf

Matlab code for VaR\rendimenti.m

__MACOSX\Matlab code for VaR\._rendimenti.m

Matlab code for VaR\semplicecorr.m

__MACOSX\Matlab code for VaR\._semplicecorr.m

Matlab code for VaR\simulback.m

__MACOSX\Matlab code for VaR\._simulback.m

Matlab code for VaR\simuldati.m

__MACOSX\Matlab code for VaR\._simuldati.m

Matlab code for VaR\simuldatip.m

__MACOSX\Matlab code for VaR\._simuldatip.m

Matlab code for VaR\simulmedia.m

__MACOSX\Matlab code for VaR\._simulmedia.m

Matlab code for VaR\simulparametri.m

__MACOSX\Matlab code for VaR\._simulparametri.m

Matlab code for VaR\simulvar.m

__MACOSX\Matlab code for VaR\._simulvar.m

__MACOSX\._Matlab code for VaR