Value at Risk Calculator
Sua compra será finalizada na AMAZON.
Web version: https://apps.variskindo.com View price chart, return chart and volatility chart using EWMA, live currency rates & gold price and real-time global news Calculate Market and Liquidity-Adjusted Value at Risk (VaR) and Expected Shortfall (ES) using Variance Covariance Method (VCM) Compute Credit Value at Risk (VaR) and Expected Shortfall (ES) using One-factor Gaussian Copula Compute Operational Value at Risk (VaR) and Expected Shortfall (ES) using Monte Carlo Simulation based on Poisson
Descrição do Produto
- Web version: https://apps.variskindo.com
- View price chart, return chart and volatility chart using EWMA, live currency rates & gold price and real-time global news
- Calculate Market and Liquidity-Adjusted Value at Risk (VaR) and Expected Shortfall (ES) using Variance Covariance Method (VCM)
- Compute Credit Value at Risk (VaR) and Expected Shortfall (ES) using One-factor Gaussian Copula
- Compute Operational Value at Risk (VaR) and Expected Shortfall (ES) using Monte Carlo Simulation based on Poisson and Log-Normal distribution
- Estimate Probability of Default (PD), Copula Correlation & Worst Case Default Rate (WCDR) and Fitting of Lognormal Distribution
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