Description: Seeking a variety of economic sectors VaR model, attached documents, a total of about 9 files. You can find the VaR has a general financial securities DeltaVaR, historical VaR and implied volatility in options, and options VaR
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var_model\03 第三讲 市场风险之敏感度.pdf
.........\Delta.m
.........\DeltaGammaVaR.m
.........\DeltaVaR.m
.........\DispTable.m
.........\etf_var.m
.........\history_var.m
.........\LinearVaR.m
.........\MC_var.m
.........\r_test.m
.........\VaR.pdf
var_model
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