{"id":691,"date":"2007-08-23T13:03:23","date_gmt":"2007-08-23T13:03:23","guid":{"rendered":"http:\/\/www.intmath.com\/blog\/?p=691"},"modified":"2009-08-30T21:20:25","modified_gmt":"2009-08-30T13:20:25","slug":"risk-analysis-with-matlab","status":"publish","type":"post","link":"https:\/\/www.intmath.com\/blog\/mathematics\/risk-analysis-with-matlab-691","title":{"rendered":"Risk analysis with Matlab"},"content":{"rendered":"<p>An article from MATLAB, <a href=\"http:\/\/www.mathworks.com\/company\/newsletters\/articles\/modeling-market-risk-using-extreme-value-theory-and-copulas.html\">Modeling Market Risk Using Extreme Value Theory and Copulas<\/a>, is a neat example of mathematical modeling.<\/p>\n<blockquote>\n<p>Using a global equity index portfolio as an example, this article shows how MATLAB, Statistics Toolbox, and Optimization Toolbox enable you to apply this combined approach to evaluate a popular risk metric known as value-at-risk (VaR).<\/p>\n<\/blockquote>\n<p>Math classrooms should involve the kind of activities that we see in this article:<\/p>\n<ul>\n<li>Using authentic data<\/li>\n<li>Modeling (describing real events using mathematical equations)<\/li>\n<li>Calculating something that is useful in the real world (in this case, financial risk management)<\/li>\n<li>Using math software to do the grunt work<\/li>\n<\/ul>\n<p>Unfortunately, the recorded Webinar of this topic is nmo longer available.<\/p>\n<p class=\"alt\"><a href=\"#respond\" id=\"comms\">Be the first to comment<\/a> below.<\/p>\n","protected":false},"excerpt":{"rendered":"<p>This article shows how to do financial modeling with MATLAB, a computer algebra system.<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"_mo_disable_npp":""},"categories":[4],"tags":[127],"_links":{"self":[{"href":"https:\/\/www.intmath.com\/blog\/wp-json\/wp\/v2\/posts\/691"}],"collection":[{"href":"https:\/\/www.intmath.com\/blog\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.intmath.com\/blog\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.intmath.com\/blog\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/www.intmath.com\/blog\/wp-json\/wp\/v2\/comments?post=691"}],"version-history":[{"count":0,"href":"https:\/\/www.intmath.com\/blog\/wp-json\/wp\/v2\/posts\/691\/revisions"}],"wp:attachment":[{"href":"https:\/\/www.intmath.com\/blog\/wp-json\/wp\/v2\/media?parent=691"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.intmath.com\/blog\/wp-json\/wp\/v2\/categories?post=691"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.intmath.com\/blog\/wp-json\/wp\/v2\/tags?post=691"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}