搜索资源列表
PortVaR
- 统计工具软件，用于金融，保险，银行等领域进行VAR风险估计计算-statistical tools software for the financial, insurance, banking and other fields, the risk estimates calculated VAR
VaRest
- 通过构建对角平滑和指数平滑的方法，进行金融风险值得计算。-By building on the corner smoothing and exponential smoothing method, the calculation of financial risk worth.
main
- Financial risk analysis on Matlab monte carlo simulation, stock index simulation for geometric Brownian motion, GBM.
cp_fixed
- 股票指数模拟为几何布朗运动，GBM。 参数有五个： s0，dt（time step），均值，标准差，到期时间T； 利用子函数进行10万条轨道的monte carlo 模拟到期日（3个月）的指数点数，从而估计在买入信号出现后，3个月后的损益情况，主要用来估算VAR-Financial risk analysis on Matlab monte carlo simulation, stock index simulation for geometric Brownian motio
StockPaths
- 股票指数模拟为几何布朗运动，GBM。 参数有五个： s0，dt（time step），均值，标准差，到期时间T； 利用子函数进行10万条轨道的monte carlo 模拟到期日（3个月）的指数点数，从而估计在买入信号出现后，3个月后的损益情况，主要用来估算VAR-Financial risk analysis on Matlab monte carlo simulation, stock index simulation for geometric Brownian motio
fengxianjiazhi.zip
- matlab在金融工程中关羽风险价值和条件风险价值的估计计算教程和实例,matlab Guan Yu risk value and condition risk value estimated in financial engineering tutorials and examples
Statistical-arbitrage-models
- 统计套利模型——>配对交易模型 配对交易模型是统计套利模型中的一种，也是出现最早，应用范围最广的模型。相信随着中国做空制度的出现以及金融衍生品的发展，程序化交易模型也会在中国大放异彩。 统计套利最早出现于80年代，其具体的思想是，假设市场上某两只股票之间如果长期存在协整关系的话，那么如果在短期内，如果两只股票的价差出现了一个离长期协整较大的偏离，那么我们会认为这种偏离是非常态的状况。不久之后有极大的概率向着其长期协整回归。而我们如果通过某种办法能够侦测到这种非常态的偏离，继而在此时
tcopulafit
- tcopula函数的M文件，tcopula由于其尖峰厚尾的特性更广泛应用于金融风险度量中。-tcopula function M-file, tcopula due to the characteristics of its fat tail is more widely used in financial risk metrics.
Logistic-matlab-an-example
- 采用逻辑回归分析，金融商业机构对企业进行评估，有一个具体的例子，是对企业的破产风险进行评估，逻辑回归是基于matlab做的-Using logistic regression analysis, financial business organizations to uate the enterprise, there is a specific example, is the enterprise bankruptcy risk assessment, logic regression is
OptaPlanner
- OptaPlanner是一个轻型嵌入式优化的规划引擎，可以解决雇员排班、日程调度、课程表、车间调度等问题。-OptaPlanner is a lightweight, embeddable planning engine that optimizes planning problems. It solves use cases, such as: Employee shift rostering: timetabling nurses, repairmen, ... Agen
1
- Anthony Saunders Credit Risk Measurement New Approaches to Value at Risk and Other Paradigms, 1st Edition Bielecki T.R., Rutkowski M. Credit Risk Modeling, Valuation and Hedging Bogie Ozdemir; Peter Miu Basel II implementation a guide to developin
VaRcode
- 这些代码是Matlab中的关于var风险价值的一些代码，对于金融风险度量非常的有用。(These codes are some of the code in Matlab about the value of var variability and are very useful for measuring financial risk)
monte-carlo
- Monte Carlo simulation, or probability simulation, is a technique used to understand the impact of risk and uncertainty in financial, project management, cost, and other forecasting models.