计算风险价值VaR

[{"title":"（ 38 个子文件 2.25MB ） 计算风险价值VaR","children":[{"title":"风险价值VaR计算","children":[{"title":"getPortfolioWeights.m <span style='color:#111;'> 555B </span>","children":null,"spread":false},{"title":"1-读取数据并转换.ipynb <span style='color:#111;'> 1.80KB </span>","children":null,"spread":false},{"title":".ipynb_checkpoints","children":[{"title":"2-数据可视化与标准化-checkpoint.ipynb <span style='color:#111;'> 43.72KB </span>","children":null,"spread":false},{"title":"4-数据处理-checkpoint.ipynb <span style='color:#111;'> 35.97KB </span>","children":null,"spread":false},{"title":"7-Explain_PortSim-checkpoint.ipynb <span style='color:#111;'> 122.02KB </span>","children":null,"spread":false},{"title":"3-数据简单处理与分析-checkpoint.ipynb <span style='color:#111;'> 306.64KB </span>","children":null,"spread":false},{"title":"6-基于随机收益率序列的蒙特卡罗风险价值计算-checkpoint.ipynb <span style='color:#111;'> 27.28KB </span>","children":null,"spread":false},{"title":"5-历史模拟法-checkpoint.ipynb <span style='color:#111;'> 11.20KB </span>","children":null,"spread":false},{"title":"1-读取数据并转换-checkpoint.ipynb <span style='color:#111;'> 1.80KB </span>","children":null,"spread":false},{"title":"8-基于几何布朗运动的蒙特卡罗模拟-checkpoint.ipynb <span style='color:#111;'> 26.73KB </span>","children":null,"spread":false}],"spread":true},{"title":"html","children":[{"title":"Solution2_02.png <span style='color:#111;'> 5.29KB </span>","children":null,"spread":false},{"title":"Var-Solution1.html <span style='color:#111;'> 14.80KB </span>","children":null,"spread":false},{"title":"Solution1_01.png <span style='color:#111;'> 8.58KB </span>","children":null,"spread":false},{"title":"Solution2_04.png <span style='color:#111;'> 4.75KB </span>","children":null,"spread":false},{"title":"Solution1_02.png <span style='color:#111;'> 9.72KB </span>","children":null,"spread":false},{"title":"Solution2.png <span style='color:#111;'> 3.00KB </span>","children":null,"spread":false},{"title":"Solution1_03.png <span style='color:#111;'> 1.09MB </span>","children":null,"spread":false},{"title":"Solution2_03.png <span style='color:#111;'> 4.87KB </span>","children":null,"spread":false},{"title":"Var-Solution2.html <span style='color:#111;'> 17.68KB </span>","children":null,"spread":false},{"title":"Solution2_01.png <span style='color:#111;'> 5.91KB </span>","children":null,"spread":false}],"spread":true},{"title":"CSI300.xlsx <span style='color:#111;'> 218.01KB </span>","children":null,"spread":false},{"title":"monteCarloVar.m <span style='color:#111;'> 2.90KB </span>","children":null,"spread":false},{"title":"makeHeatmap.m <span style='color:#111;'> 2.68KB </span>","children":null,"spread":false},{"title":"7-Explain_PortSim.ipynb <span style='color:#111;'> 122.02KB </span>","children":null,"spread":false},{"title":"displayVar.m <span style='color:#111;'> 941B </span>","children":null,"spread":false},{"title":"importfile.m <span style='color:#111;'> 1.60KB </span>","children":null,"spread":false},{"title":"2-数据可视化与标准化.ipynb <span style='color:#111;'> 43.72KB </span>","children":null,"spread":false},{"title":"8-基于几何布朗运动的蒙特卡罗模拟.ipynb <span style='color:#111;'> 26.73KB </span>","children":null,"spread":false},{"title":"plotMonteCarlo.m <span style='color:#111;'> 611B </span>","children":null,"spread":false},{"title":"visualizeVar.m <span style='color:#111;'> 491B </span>","children":null,"spread":false},{"title":"4-数据处理.ipynb <span style='color:#111;'> 35.97KB </span>","children":null,"spread":false},{"title":"hist2color.m <span style='color:#111;'> 505B </span>","children":null,"spread":false},{"title":"6-基于随机收益率序列的蒙特卡罗风险价值计算.ipynb <span style='color:#111;'> 27.28KB </span>","children":null,"spread":false},{"title":"5-历史模拟法.ipynb <span style='color:#111;'> 11.20KB </span>","children":null,"spread":false},{"title":"formatCurrency.m <span style='color:#111;'> 1.11KB </span>","children":null,"spread":false},{"title":"CSI300Prices.mat <span style='color:#111;'> 75.46KB </span>","children":null,"spread":false},{"title":"3-数据简单处理与分析.ipynb <span style='color:#111;'> 306.64KB </span>","children":null,"spread":false},{"title":"createFit.m <span style='color:#111;'> 963B </span>","children":null,"spread":false}],"spread":false}],"spread":true}]