VaR实现实证

投资组合Var计算实例

http://financetrain.com/analytical-approach-to-calculating-var-variance-covariance-method/

蒙特卡洛模拟步骤

http://quant.stackexchange.com/questions/12592/is-there-a-step-by-step-guide-for-calculating-portfolio-var-using-monte-carlo-si

http://investexcel.net/calculate-value-at-risk-with-monte-carlo-simulation/

http://wenku.baidu.com/link?url=q4liEDyMChKeismjNlPf1TquHcUbvUr1NUOXDyw5Lp1MTmYkhDIOrCRBf9PrO28KcPcpH6b4NKPY8EHRPcOCbW-y4uBCsZQ6iXMAGien0r7

http://www.mathfinance.cn/category/vba/

3种Var实现excel

http://www.mathfinance.cn/value-at-risk