[R] Value-at-Risk Portfolio(both equity and option)

[Cedrick Johnson]

It would help if I included the link:

http://n4.nabble.com/VaR-for-path-dependent-option-portfolio-td1676787.html

-c

On 3/30/10, Cedrick Johnson <cedrick at cedrickjohnson.com> wrote:
> Check out this discussion on r-sig-finance regarding VaR for options.
> Quite informative and should be a good starting point.
>
> -c
>
> On 3/30/10, zhang <yn19832 at msn.com> wrote:
>>
>> Hello All,
>>
>> I am working on the risk measures for a portfolio, which contain both
>> equity
>> futures, equity options and currency options. There are many packages
>> related with the portoflio which only contain the equities,I wonder
>> whether
>> there is any avaible package that could include the option.
>>
>> Thank you.
>> --
>> View this message in context:
>> http://n4.nabble.com/Value-at-Risk-Portfolio-both-equity-and-option-tp1745179p1745179.html
>> Sent from the R help mailing list archive at Nabble.com.
>>
>> ______________________________________________
>> R-help at r-project.org mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-help
>> PLEASE do read the posting guide
>> http://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
>>
>
> --
> Sent from my mobile device
>

-- 
Sent from my mobile device