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

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

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