Quantitative Finance Collector is a blog on Quantitative finance analysis, methods in mathematical finance focusing on derivative pricing, quantitative trading and quantitative risk management.
Tags：var
| Title | Added by | Added on |
| [Paper Review] Week in Review 060112 Trading Strategy | abiao | 2012/01/06 |
| [Code » Other] Value at Risk Estimation with Copula | abiao | 2010/04/09 |
| [Code » Other] VaR Historical Simulation | abiao | 2010/03/05 |
| [Code » Other] VaR Backtesting | abiao | 2010/02/25 |
| [Code » VBA/Excel] Value at Risk xls | abiao | 2010/02/19 |
| [Code » Matlab] Vector autoregression (VAR) | abiao | 2009/06/12 |
| [Code » Matlab] VaR and Expected shortfall under Generalized Student t | abiao | 2008/11/06 |
