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计算风险价值VaR

上传者: weixin_43941299 | 上传时间:2024/4/23 20:30:05 | 文件大小:2.25MB | 文件类型:zip
计算风险价值VaR
主要内容:1、数据可视化与标准化2、历史模拟法3、基于随机收益率序列的蒙特卡罗风险价值计算4、基于几何布朗运动的蒙特卡罗模拟等等

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