[scilab-Users] Can Scilab help me with Value at Risk calculations?

bernard.hugueney at scilab.org bernard.hugueney at scilab.org
Tue Dec 14 09:50:16 CET 2010


 Hi,

 On Tue, 14 Dec 2010 09:19:28 +0200, Simon Abdallah 
 <Simon.Abdallah at eblf.com> wrote:
> Good morning,
> My name is Simon Abdallah.
> I do work at a bank in Lebanon.
> I am researching an open source software that can help calculate
> Value at Risk (VaR) numbers for stocks, options, futures , bonds and
> FX.
>
> Do you think Scilab can provide any value added on this topic?
>

 You might want to look into
 http://atoms.scilab.org/toolboxes/Financial

 Best Regards,

 Bernard Hugueney



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