结果：找到“Historical Simulation”相关内容8个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”
VaR 蒙特卡罗模拟法+历史模拟法+Delta正态法用Excel实现3 个回复 - 1373 次查看 VaR 蒙特卡罗模拟法+历史模拟法+Delta正态法 VaR-Monte-Carlo Simulation+Historical Simulation+Delta-Normal Method VaR 蒙特卡罗模拟法+历史模拟法+Delta正态法VaR-Monte-Carlo Simulation+Historica ...2022-2-13 20:22 - Lamarr-202110 - 现金交易版
filtered historical simulation value at risk models and their competitors原文
1 个回复 - 642 次查看 一篇关于VaR的文献，英文，无实现代码，里面的图好看2021-12-19 16:25 - llb_321 - R语言论坛
1 个回复 - 642 次查看 一篇关于VaR的文献，英文，无实现代码，里面的图好看2021-12-19 16:25 - llb_321 - R语言论坛
Displaced relative changes in historical simulation: Application to risk measure
1 个回复 - 581 次查看 【作者(必填)】 Christian P.Friesa. Numbers and letters correspond to the affiliation list. Click to expose these in author workspaceOpens the author workspace. Author links open the author workspace. ...2017-7-31 22:33 - internet.hzx - 求助成功区
1 个回复 - 581 次查看 【作者(必填)】 Christian P.Friesa. Numbers and letters correspond to the affiliation list. Click to expose these in author workspaceOpens the author workspace. Author links open the author workspace. ...2017-7-31 22:33 - internet.hzx - 求助成功区
Historical Simulation and Delta Normal VaR and C-VaR (matlab)
3 个回复 - 3202 次查看 内附数据，可直接运行2014-4-3 16:49 - zyz199010184 - MATLAB等数学软件专版
3 个回复 - 3202 次查看 内附数据，可直接运行2014-4-3 16:49 - zyz199010184 - MATLAB等数学软件专版
A GARCH Option Pricing Model with Filtered Historical Simulation
1 个回复 - 997 次查看 【作者(必填)】 [*]Giovanni Barone-Adesi Swiss Finance Institute at the University of LuganoStern School of Business, New York University[*]Swiss Banking Institute, University of Zurich [*]Rob ...2013-6-9 09:48 - hnhs100 - 求助成功区
1 个回复 - 997 次查看 【作者(必填)】 [*]Giovanni Barone-Adesi Swiss Finance Institute at the University of LuganoStern School of Business, New York University[*]Swiss Banking Institute, University of Zurich [*]Rob ...2013-6-9 09:48 - hnhs100 - 求助成功区
An improved historical simulation approach
2 个回复 - 6504 次查看 【作者(必填)】Ying Fan, Jian-Ling Jiao[/backcolor] 【文题(必填)】An improved historical simulation approach for estimating 'value at risk' of crude oil price[/backcolor] 【年份(必填)】2006 ...2013-5-22 20:15 - jqwxnjq - 求助成功区
2 个回复 - 6504 次查看 【作者(必填)】Ying Fan, Jian-Ling Jiao[/backcolor] 【文题(必填)】An improved historical simulation approach for estimating 'value at risk' of crude oil price[/backcolor] 【年份(必填)】2006 ...2013-5-22 20:15 - jqwxnjq - 求助成功区
VAR (Historical Simulation)
2 个回复 - 3369 次查看 想討論如果用HISTORICAL SIMULATION 來計VAR, 那公司如果派DIVIDEND,需要ADJUSTED DIVIDEND in price time series on the effective date? 因為dividend好像不需要adjust....因為market cap 好像小了... 但不adjus ...2015-6-4 06:59 - edmondchong - Forum
2 个回复 - 3369 次查看 想討論如果用HISTORICAL SIMULATION 來計VAR, 那公司如果派DIVIDEND,需要ADJUSTED DIVIDEND in price time series on the effective date? 因為dividend好像不需要adjust....因為market cap 好像小了... 但不adjus ...2015-6-4 06:59 - edmondchong - Forum
R PerfomanceAnalytics 算historical simulation
1 个回复 - 1944 次查看 我的code如下>getSymbols("^GSPC", src = "yahoo",from="2000-01-01",to="2014-03-30") >GSPC.r=diff(GSPC$GSPC.Close) >VaR(GSPC.r,p = 0.95, method=”historical”) 额，菜鸟问题，怎么可以显示算出来的VaR。 ...2014-4-20 00:25 - yangyifan1003 - R语言论坛
1 个回复 - 1944 次查看 我的code如下>getSymbols("^GSPC", src = "yahoo",from="2000-01-01",to="2014-03-30") >GSPC.r=diff(GSPC$GSPC.Close) >VaR(GSPC.r,p = 0.95, method=”historical”) 额，菜鸟问题，怎么可以显示算出来的VaR。 ...2014-4-20 00:25 - yangyifan1003 - R语言论坛
求助An improved historical simulation approach for estimating 'value
1 个回复 - 890 次查看 【作者(必填)】 Ying Fan, Jian-Ling Jiao 【文题(必填)】An improved historical simulation approach for estimating 'value at risk' of crude oil price 【年份(必填)】2006 【全文链接或数据库名称(选 ...2013-5-22 15:09 - jqwxnjq - 文献求助专区
1 个回复 - 890 次查看 【作者(必填)】 Ying Fan, Jian-Ling Jiao 【文题(必填)】An improved historical simulation approach for estimating 'value at risk' of crude oil price 【年份(必填)】2006 【全文链接或数据库名称(选 ...2013-5-22 15:09 - jqwxnjq - 文献求助专区
