RiskCalculator.zip - 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. ,2008-01-15 06:37:17,下载87次
EfficientFrontierGUI.zip - Efficient frontier from Yahoo or database data. ,2008-01-15 06:33:04,下载10次
VarianceRatioTest.rar - Calculates the Variance Ratio Test of a time series, with or without the heteroskedasticity correction. ,2008-01-15 06:30:49,下载9次
TechTradeTool.zip - Curve Fitting Toolbox,Excel Link,Financial Toolbox,Financial Time Series Toolbox,Optimization Toolbox ,2008-01-15 06:27:41,下载19次
GUITechnicalAnalysisTool.zip - A GUI financial technical analysis toolbox. ,2008-01-15 06:25:38,下载9次
LiScNLS.zip - LiScNLS is a Matlab application for the numerical study of some nonlinear
differential equations of the form Lu=Nu, using the Lyapunov-Schmidt method.
Downloading the LiScNLS package creates a new LiScNLS folder on the computer.,2008-01-15 06:18:38,下载37次