Bond Portfolio Risk

Exercises and case studies for a rigorous approach to risk- and portfolio-management. This booklet stems from the review sessions of the six-day ARPM bootcamp.Contents include:Advanced multivariate statistics; copula-marginal decompositionAnnualization/projection (FFT, cumulants,... Platforms: Matlab

FXChaos is a risk management tool designed for currency traders but can be used with any market. Money management is one of the most important aspects of day trading and this program uses Chaos Theory to model different bottom line possibilities using past performance data. Input % of past... Platforms: Windows

Stock Risk Wizard provides unique statistical and economic analysis of over 20,000 current stocks, mutual funds, and indexes. Using patented Eta Analysis, you can see the economic risks associated with a given asset. Stock Risk Wizard also shows you how much hidden economic risk is present in a... Platforms: Windows

To walk through the code and for a thorough description, refer toA. Meucci, (2010) "Linear versus Compounded Returns: Common Pitfalls in Risk and Portfolio Management",Latest version of code and article available at http://symmys.com/node/141 Platforms: Matlab

The Portfolio Optimization model calculates the optimal capital weightings for a basket of investments that gives the highest return for the least risk. The unique design of the model enables it to be applied to either financial instrument or business portfolios. The ability to apply... Platforms: Windows

The files in this folder solve the optimization case studies described in the paper "VaR vs CVaR in Risk Management and Optimization" by Sarykalin,S., Serraino,G., and Uryasev,S., in Tutorials in Operations Research, INFORMS 2008 (download www.ise.ufl.edu/uryasev/VaR_vs_CVaR_INFORMS.pdf... 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 Portfolio Monitoring model enables the ongoing monitoring and periodic valuation of a portfolio of investments. The model allows the entering of investment transactions during a reporting period to calculate performance. Furthermore, incremental investment transactions undertaken during a... Platforms: Windows

The Bond Yield Calculator for Excel or OpenOffice Calc enables the automatic generation of scheduled bond payments and the calculation of resulting yield to maturity. The model is equipped to handle odd first time periods and is ideal to speed up bond payment and yield calculations. Key features... Platforms: Windows, Mac

Bond is a rapid application development (RAD) tool for linux that allows you to create network database programs quickly and easily. With this new version comes major updates in Bond XML format, and a move away from the use of C code completely! This means you can create powerful database... Platforms: *nix

eiDesktop provides unique statistical and economic analysis of over 20,000 current stocks, mutual funds, and indexes. Using patented Eta Analysis, you can easily see the economic risks associated with a given asset. eiDesktop also allows you to determine how much hidden economic risk is present... Platforms: Windows

Project Risk Analysis is for Cost Engineering and Project Management pros who must develop cost estimates of known accuracy and risk on capital investment projects. Uses Monte Carlo Simulation to find the contingency needed to achieve any desired level of confidence. All statistical models are... Platforms: Windows

Contains a collection of Automator Actions to control and manipulate Extensis Portfolio 8.5 catalogs. - Portfolio Action Pack has been updated for Portfolio 8.5 Platforms: Mac

Official icons from the Teragap portfolio architecture sections. - new quicklook definition Platforms: Mac

Want to be up to date with all your Google Finance portfolio courses? Tired of dependence to the internet access and affection towards PC? Then My Portfolio software is a need to you.To start using this software immediately you have to have internet access to the internet and valid login and... Platforms: Symbian

B-Risk is a risk recording and tracking package, with some basic risk analysis thrown in. It is meant for use in all sizes of businesses, and allows a company to record all of the risk associated with their projects and operational business. They can decide how to handle the risk and record what... Platforms: Windows, Mac, *nix, PHP, BSD Solaris

PHP RiSK is an open source online multiplayer version of the popular Risk board game coded entirely in PHP. The goal of the project is to be as close as possible to the original Risk game without sacrificing functionality and fun. It has new features like an autodeploying function and a "fight... Platforms: Windows, Mac, *nix, PHP, BSD Solaris

Bond is a rapid application development framework for building applications for the linux desktop and the web. Using bond you can quickly build database forms for Gnome Linux, or the web via standard HTML and AJAX or for windows using win32 version.Bond uses a XML file for defining widget layout... Platforms: C and C plus plus

Files used in the Webinar: Build a Portfolio Analysis Production Application in MATLAB using Object-Oriented Programming Techniques.The focus of this demo is to introduce the design and development of a complete MATLAB application from concept through to completion. The GUI-based tool provides... Platforms: Matlab

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