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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(...
9 years 前 | 1 个回答 | 0
1
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Function inside my function
I have two function on my m. file, function "VaR" and "VanDerCorput", "VanDerCorput" function required on "VaR" function, how to...
9 years 前 | 1 个回答 | 0
1
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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...
10 years 前 | 0 个回答 | 0
0
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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...
10 years 前 | 1 个回答 | 0
1
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Undefined function or variable 'VanDerCorput'
This is my script : %Function computing the value at risk of a %portfolio composed of two bonds. NbTraj= 1000000; %...
10 years 前 | 1 个回答 | 0
