Black Swan Robust

... Benoit B. Mandelbrot and Nassim N. Taleb risk mathematics for calculating the probabilities of -1%, -5%, -10%, -15%, -20% and -25% Returns on portfolio value the coming trading day. Also calculates this way the Basel I, II and III compliant 95% and 99% Value-at-Risk figures. Uses the spreadsheets downloaded from your GOOGLE Portfolio account. ...

Author Satoconor
License Free To Try
Price $23.99
Released 2013-02-23
Downloads 261
Filesize 10 kB
Requirements
Installation Instal And Uninstall
Keywords Stock Market Crash, Stock, Market, Crash, windows 8 app
Users' rating
(3 rating)
Black Swan RobustFinanceWindows 8, Windows 8 x64
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... Benoit B. Mandelbrot and Nassim N. Taleb risk mathematics for calculating the probabilities of -1%, -5%, -10%, ... for free. We made the Mandelbrot et. al. mathematics, as applied in the risk model, completely transparent ...