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Student VaR / CVaR

Student VaR and CVaR against Gaussian risk figures


Updated 26 Sep 2012

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It is part of chapter 1

VaR and CVaR illustration

Cite As

Kienitz Wetterau FinModelling (2020). Student VaR / CVaR (, MATLAB Central File Exchange. Retrieved .

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MATLAB Release Compatibility
Created with R2012a
Compatible with any release
Platform Compatibility
Windows macOS Linux
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