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Value -at-Risk on a portfolio of Options, Futures and Equities Value -at-Risk on a portfolio of Options, Futures and Equities

Value -at-Risk on a portfolio of Options, Futures and Equities - PowerPoint Presentation

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Uploaded On 2018-09-17

Value -at-Risk on a portfolio of Options, Futures and Equities - PPT Presentation

Radhesh Agarwal Ral13001 Shashank Agarwal Sal13003 Sumit Jalan Sjn13024 Calculating Value at Risk for Options Futures and Equities Monte Carlo Simulator The simulated prices are generated based on the BlackScholes Terminal Price formula ID: 669062

price option call var option price var call chance loss volatility terminal put futures risk observations confidence time positive

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