基于MATLAB的风险价值VAR计算，包含蒙特卡洛模拟等相关源码。
资源文件列表
╖τ╧╒╝█╓╡Var╝╞╦π/calculateVar.m , 5229
╖τ╧╒╝█╓╡Var╝╞╦π/createFit.m , 963
╖τ╧╒╝█╓╡Var╝╞╦π/displayVar.m , 941
╖τ╧╒╝█╓╡Var╝╞╦π/Explain_PortSim.m , 921
╖τ╧╒╝█╓╡Var╝╞╦π/formatCurrency.m , 1133
╖τ╧╒╝█╓╡Var╝╞╦π/GBM_model.m , 1283
╖τ╧╒╝█╓╡Var╝╞╦π/getPortfolioWeights.m , 555
╖τ╧╒╝█╓╡Var╝╞╦π/hist2color.m , 505
╖τ╧╒╝█╓╡Var╝╞╦π/html/Solution1_01.png , 8791
╖τ╧╒╝█╓╡Var╝╞╦π/html/Solution1_02.png , 9952
╖τ╧╒╝█╓╡Var╝╞╦π/html/Solution1_03.png , 1142891
╖τ╧╒╝█╓╡Var╝╞╦π/html/Solution2.png , 3077
╖τ╧╒╝█╓╡Var╝╞╦π/html/Solution2_01.png , 6050
╖τ╧╒╝█╓╡Var╝╞╦π/html/Solution2_02.png , 5417
╖τ╧╒╝█╓╡Var╝╞╦π/html/Solution2_03.png , 4988
╖τ╧╒╝█╓╡Var╝╞╦π/html/Solution2_04.png , 4865
╖τ╧╒╝█╓╡Var╝╞╦π/html/Var-Solution1.html , 14989
╖τ╧╒╝█╓╡Var╝╞╦π/html/Var-Solution2.html , 17921
╖τ╧╒╝█╓╡Var╝╞╦π/importfile.m , 1639
╖τ╧╒╝█╓╡Var╝╞╦π/makeHeatmap.m , 2745
╖τ╧╒╝█╓╡Var╝╞╦π/monteCarloVar.m , 2965
╖τ╧╒╝█╓╡Var╝╞╦π/plotMonteCarlo.m , 611
╖τ╧╒╝█╓╡Var╝╞╦π/Solution1.m , 2696
╖τ╧╒╝█╓╡Var╝╞╦π/Solution2.m , 3818
