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

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 . AUTHORSi Wu Vice President, Algorithmic Trading di.wu@itg.comKenny Director, Electronic Trading Desk kenny.doerr@itg.comCindy Y. 6. th. Edition, Copyright . © John C. Hull 2005. 20.. 1. Credit Risk. Chapter 20. Options, Futures, and Other Derivatives. 6. th. Edition, Copyright . © John C. Hull 2005. 20.. 2. Credit Ratings. Ascenta . Bullion Plus . Fund. PLUS. $. Contents. 1. About the Ascenta . Bullion Plus . Fund. 2. Why Invest In Precious Metals? . 3. Using The Bullion/Mining Equities Disconnect. 4. The Fund’s Portfolio Managers. 22: Hedging, Speculation, and Arbitrage. Futures. Hedge. use futures to reduce risk on an existing position. Speculate. use futures to take on risk in the hope of making a profit. Arbitrage. Use the difference between spot and futures prices to generate risk-free profit . . PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURES RESULTS. TRADING COMMODITY FUTURES AND OPTIONS IS SPECULATIVE, INVOLVES RISK OF LOSS, AND IS NOT SUITABLE FOR ALL INVESTORS.. . “Financial Outlook and Investment Opportunities in 2013″. 17. th. January 2013. The Cast. Institutional Investors – Pension Funds, Insurance Companies, Hedge Funds. Individual Investors. Issuers – Governments, Corporations. Housing Support Duty &. Monitoring Prevention of Homelessness. 22nd September 2015. Karen . Perratt. - Housing Support Co-ordinator. Elaine Sales & Ann Major – Housing Support Officers. Assessment Tool and Services. 6. th. Edition, Copyright . © John C. Hull 2005. 1. 8.. 1. Chapter 18. Value at Risk. Options, Futures, and Other Derivatives. 6. th. Edition, Copyright . © John C. Hull 2005. 1. 8.. 2. History of VaR. MCX bullion Futures : snapshot. Performance FY-17. MCX Gold . MCX Silver. Average Daily Volumes . ( . In MT). 15. 783. Open Interest ( In MT). 12. 509. Average Daily Turnover . (in . Rs. . Cr). 4501. Options on Stock Indices and Currencies. Chapter 15. 1. Fundamentals of Futures and Options Markets, 9th Ed, Ch 15, Copyright © John C. Hull 2016. Index Options. The most popular indices underlying options in the U.S. are. Volatility Smiles. Chapter 19. 1. Fundamentals of Futures and Options Markets, 9th Ed, Ch 19, Copyright © John C. Hull 2016. Volatility Smile. A volatility smile shows, for options with a certain maturity, the variation of the implied volatility with the strike price . . . By- . Neha. . Arya. For HRC, Eco . Hons. (. Sem. 6), FE. A binomial tree is one of the popular ways of pricing an options contract.. (chapter . 7). The following sections in chapter . 7 . are not . required for the exam:. - . American . option-pricing relationships. European option-pricing relationships. Binomial option-pricing model. Michael Taylor. FinPricing. https://finpricing.com/download.html. Currency Future. . A currency future or an FX future is a future contract between two parties to exchange one currency for another at a fixed exchange rate on a fixed future date. .