Student VaR / CVaR

Student VaR and CVaR against Gaussian risk figures
Updated 26 Sep 2012

View License

It is part of chapter 1

VaR and CVaR illustration

Cite As

Kienitz Wetterau FinModelling (2024). Student VaR / CVaR (, MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2012a
Compatible with any release
Platform Compatibility
Windows macOS Linux
Find more on Multivariate Models in Help Center and MATLAB Answers
Tags Add Tags

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!
Version Published Release Notes