Statistics
5 Questions
0 Answers
RANK
66 737
of 300 338
REPUTATION
0
CONTRIBUTIONS
5 Questions
0 Answers
ANSWER ACCEPTANCE
40.0%
VOTES RECEIVED
0
RANK
of 20 922
REPUTATION
N/A
AVERAGE RATING
0.00
CONTRIBUTIONS
0 Files
DOWNLOADS
0
ALL TIME DOWNLOADS
0
RANK
of 168 149
CONTRIBUTIONS
0 Problems
0 Solutions
SCORE
0
NUMBER OF BADGES
0
CONTRIBUTIONS
0 Posts
CONTRIBUTIONS
0 Public Channels
AVERAGE RATING
CONTRIBUTIONS
0 Highlights
AVERAGE NO. OF LIKES
Feeds
Question
Same Value with any parameter change
There 2 important parameter in my script, "alpha(0.90-0.99)" and "N", the VaR result produce same number for any alpha number(...
mer än 9 år ago | 1 answer | 0
1
answerQuestion
Function inside my function
I have two function on my m. file, function "VaR" and "VanDerCorput", "VanDerCorput" function required on "VaR" function, how to...
mer än 9 år ago | 1 answer | 0
1
answerQuestion
Help for my result doesn't change if i change simulation number
my code was this, if true % code end %function VaR=MC(NbTraj,p,alpha) %Function computing the value at risk of a...
mer än 9 år ago | 0 answers | 0
0
answersQuestion
Why this always ask to preallocating
My code was this %function VaR=MC(NbTraj,p,alpha) %Function computing the value at risk of a %portfolio composed of...
mer än 9 år ago | 1 answer | 0
1
answerQuestion
Undefined function or variable 'VanDerCorput'
This is my script : %Function computing the value at risk of a %portfolio composed of two bonds. NbTraj= 1000000; %...
mer än 9 år ago | 1 answer | 0
