Ubique
quants/montecarlovar.ts
Functions
f
montecarlovar
(
x
:
numarraymatrix
,
p
?
:
number
,
nsim
?
:
number
,
period
?
:
number
,
amount
?
:
number
,
mode
?
:
string
,
dim
?
:
0
|
1
)
:
number
|
array
|
matrix
2 overloads
Monte Carlo Value-At-Risk.
Usage
import * as mod from "quants/montecarlovar.ts";
Symbols
f
default
f
default
f
default
f
default
f
default
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Functions
montecarlovar