Teaching At Risk Students

ARMAX-GARCH Toolbox (Estimation, Forecasting, Simulation and Value-at-Risk Applications)The ARMAX-GARCH Toolbox estimates, forecasts and simulates a large variety of ARMA and GARCH models with different distributions and for any order of AR(n), MA(m), ARCH (p) and GARCH (q) effects as well as it...

This file contains three m-file which estimate the Value at Risk (VaR) of portfolio composed of two stocks price by using Exponentially Weighted Moving Average.the main function is 'ewmaestimatevar'. For estimating VaR you should use this function. This function also sketch related diagram. at...

There are two issues with the Pearson type IV distribution: (I) the complex gamma function entering the normalization constant in the probability density function (pdf) and (II) the complex Gauss hypergeometric function entering the cumulative distribution function (cdf). For the complex gamma...


Platforms: Matlab

SmartFolio is the most powerful asset allocation software aimed at all types of investors and investment professionals. It contains state-of-the-art portfolio optimization and risk management techniques, based on latest achievements in portfolio theory. The software combines highly advanced and...


Platforms: Windows

I wrote this code because I wanted to incorporate a new distribution in the model, not availiable in Matlab or OxMetrics. In this sample the input is a return series, it uses a Garch(1,1) model with a constant in mean in the returns, and calculates the maximum likelihood estimator (mle) for the...


Platforms: Matlab

WoPeD (Workflow Petri Net Designer) is an open-source software developed at the Cooperative State University Karlsruhe under the GNU Lesser General Public License (LGPL). The main goal of this tool is to provide an easy-to-use software tool for modelling, simulating and analyzing workflow process...


Platforms: Mac

IMterrupt controls and blocks access to Instant Messaging and peer to peer services that put your family at risk from internet hazards. Free trial version available - sets up in less than a minute. Blocks all popular services: MSN Messenger, Yahoo Messenger, ICQ, AIM, Skype, eMule, iTunes, and...


Platforms: Windows

OurFlashcards is a program aimed at helping students of different ages practice and enhance their math skills. Each flash card is randomly created by the computer, based on the specifications set by the user, parent, or educator. Features: # It is small in size, less than 1MB. # The...


Platforms: Windows, Mac, *nix, MS-DOS

Statmetrics is a free cross-platform software application providing an integrated solution for analysis and modelling of financial markets. Statmetrics combines innovative quantitative finance technology's with the traditional technical and econometric analysis methods. Statmetrics can be...


Platforms: Windows, Mac, *nix, Java,Other

Effective tracking and ongoing review of Active Directory changes is essential for preventing security breaches and compliance issues, because unauthorized, unwanted, and malicious changes in Active Directory can put organizations at risk of losing control of security. NetWrix SCOM Management...


Platforms: Windows

Online Web-based applications are increasingly at risk from professional hackers who target such applications in order to commit data theft or fraud. The D-Guard Web Application Firewall is a powerful security tool for Web applications and Web sites. D-Guard Web Application Firewall is designed...


Platforms: Windows

Online Web-based applications are increasingly at risk from professional hackers who target such applications in order to commit data theft or fraud. The D-Guard Web Application Firewall is a powerful security tool for Web applications and Web sites. D-Guard Web Application Firewall is designed...


Platforms: Windows

If your system starts randomly with out any command and dumps the physical memory in the beginning and giving errors then sure that your system is at risk. It is a blue screen physical memory dump error and the error may emerge due to many reasons. At times, there may be inner conflict for the...


Platforms: Windows

Geometry Express is the newest addition to Praeter Software's award-winning line of educational mathematic calculation and teaching software for students and teachers. Designed to help students and teachers visualize and demonstrate various calculations for different geometrical shapes,...


Platforms: Mac

Explore human anatomy with Visible Body 3D Human Anatomy Atlas, a revolutionary learning and teaching tool for students, educators, and professionals. With Visible Body 3D Human Anatomy Atlas, you can: ? Search for and locate anatomical structures by


Platforms: Mac

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

The code is explained in the article: Okunev, Pavel, "Fast Computation of the Economic Capital, the Value at Risk and the Greeks of a Loan Portfolio in the Gaussian Factor Model" (July 1, 2005). http://ssrn.com/abstract=758505 This implements one factor Gaussian model. [pd]=pdgs(L,w,p,LL,N) L =...


Platforms: Matlab

The function bvnormal supplies a bivariate normal distribution for the user to interact with. The user can rotate the picture for better views and adjust the parameters of the distribution. A good teaching tool enabling students to better visualize the bivariate normal


Platforms: Matlab

This function implemented by function 'copula111cGarch111VaR' and other related functions that will estimate the value at risk of portfolio.The marginal model are GARCH(1,1),GJR(1,1),AR(1)-GARCH(1,1)and AR(1)-GJR(1,1)the parameters and standard deviation of models will used for estimation of...


Platforms: Matlab

SmartFolio is a state-of-the-art asset management software for investment professionals and private investors. It contains advanced portfolio optimization and risk management techniques, based on the latest achievements in portfolio theory. The software combines highly advanced and innovative...


Platforms: Windows