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Valueatrisk freeware
 

Valueatrisk

Added: April 20, 2013 | Visits: 417

PortVaR Value-at-Risk calculation for portfolio stocks using variance-covariance, historical and MonteCarlo methods. Portfolio can be larger as you want including either the risk factor (stock index, currency, etc.)


Platforms: Matlab

License: Freeware Size: 276.48 KB Download (52): PortVaR Download