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 <cedr...@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 <yn19...@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@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 ______________________________________________ R-help@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.