VoseSimCVARx | Vose Software

VoseSimCVARx

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)

 

 

 

Example model

 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.

 

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