Matlab风险价值Var计算
.....................\Risk_Workshop_2012.pdf
.....................\VaR-Bayes-Quant
.....................\...............\VaRGBMCmp.m
.....................\...............\VaRSDECmp.m
.....................\Var-Mathworks
.....................\.............\CSI300.xlsx
.....................\.............\CSI300Prices.mat
.....................\.............\CSI300_VarMacro.xlsx
.....................\.............\Exercise1.docx
.....................\.............\Exercise2.docx
.....................\.............\Explain_PortSim.m
.....................\.............\GBM_model.m
.....................\.............\Session1.m
.....................\.............\Session2.m
.....................\.............\ShanghaiCase1.m
.....................\.............\ShanghaiCase2.m
.....................\.............\SimpleMonteCarloVar.m
.....................\.............\Solution1.m
.....................\.............\Solution2.m
.....................\.............\USStockPrices.mat
.....................\.............\US_Stocks.xls
.....................\.............\Untitled2.m
.....................\.............\calculateVar.m
.....................\.............\createFit.m
.....................\.............\displayVar.m
.....................\.............\formatCurrency.m
.....................\.............\getPortfolioWeights.m
.....................\.............\hist2color.m
.....................\.............\html
.....................\.............\....\Solution1_01.png
.....................\.............\....\Solution1_02.png
.....................\.............\....\Solution1_03.png
.....................\.............\....\Solution2.png
.....................\.............\....\Solution2_01.png
.....................\.............\....\Solution2_02.png
.....................\.............\....\Solution2_03.png
.....................\.............\....\Solution2_04.png
.....................\.............\....\Var-Solution1.html
.....................\.............\....\Var-Solution2.html
.....................\.............\importfile.m
.....................\.............\makeHeatmap.m
.....................\.............\monteCarloVar.m
.....................\.............\myVar.prj
.....................\.............\plotMonteCarlo.m
.....................\.............\simple_plot.fig
.....................\.............\visualizeVar.m