搜索资源列表
Matlab-code-for-VaR
- 该程序运用于计算多维外汇在险价值程序,还包括后向性检验等内容,值得学习借鉴-Multi-dimensional foreign exchange used to calculate the value at risk program
Solution2
- 计算风险价值,历史模拟法,蒙特卡罗模拟法等等(Calculate the value of risk, historical simulation, monte carlo simulation, etc)