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Download a pdf copy of this help file here |
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Download a pdf copy of this help file here |
See also: VoseSimCofV, VoseSimCorrelation, VoseSimCVARp, VoseSimKurtosis, VoseSimMax, VoseSimMean, VoseSimMin, VoseSimMoments, VoseSimMSE, VoseSimPercentile, VoseSimProbability, VoseSimMeanDeviation, VoseSimSemiStdev, VoseSimSemiVariance, VoseSimSkewness, VoseSimStdev, VoseSimTable, VoseSimVariance, VoseSimCorelationMatrix, VoseSimValue
VoseSimCVARx(Cell Reference, xValue, Simulation
number)
This function returns the Conditional Value-at-Risk during simulation based on an x-value.
Cell Reference - Should be a valid reference to a spreadsheet cell of the distribution of loss.
xValue - A threshold loss value above which CVAR is calculated.
Simulation number - Optional simulation number parameter. Must be an integer>=1. Equals 1 if omitted.
