Student VaR / CVaR
Version 1.0.0.0 (8.68 KB) by
Kienitz Wetterau FinModelling
Student VaR and CVaR against Gaussian risk figures
It is part of chapter 1
VaR and CVaR illustration
Cite As
Kienitz Wetterau FinModelling (2024). Student VaR / CVaR (https://www.mathworks.com/matlabcentral/fileexchange/38362-student-var-cvar), MATLAB Central File Exchange. Retrieved .
MATLAB Release Compatibility
Created with
R2012a
Compatible with any release
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VaR_CVaR/
Version | Published | Release Notes | |
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1.0.0.0 |