riskcalc Matlab script

Version:
File size: 0 KB
File name: riskcalc.zip
Last update: 04 Dec 2009
Platform: Windows / Linux / Mac OS / BSD / Solaris
Language: Matlab
Price: Freeware
Company: Anatoly Ivanov (View more)

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riskcalc script details

riskcalc script description:

Publisher review:
riskcalc - Risk Calculator 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.
Requirements: · MATLAB Release: R10

riskcalc is a Matlab script for Earth Sciences scripts design by Anatoly Ivanov. It runs on following operating system: Windows / Linux / Mac OS / BSD / Solaris.

Operating system:
Windows / Linux / Mac OS / BSD / Solaris