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  • Last update: 5 years ago
  • Total downloads: 92
  • Operating system: Linux, Mac OS X, Win All, BSD, Solaris
  • Publisher: Anatoly Ivanov
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scripts default iconriskcalc (Scripts) Publisher's description

Evaluation of return distribution of single asset or portfolio of assets;

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

System Requirements:

MATLAB 5.2 (R10)
Program Release Status: New Release
Program Install Support: Install and Uninstall

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