varbehavior: Plot the behavior of value at risk as a function of its...
In GUIDE: GUI for DErivatives in R
Description
Usage
Details
Value
Author(s)
References
See Also
Description
Function to plot the behavior of value at risk as a function of its determinants.
Usage
1
Details
The user inputs are as follows:
weight1: The weight of stock 1
mu1: the expected return
Sigma1 (or Volatility) per annum:
mu2: the expected return
Sigma2 (or Volatility) per annum:
Clicking on "+/-" increases/decreases the values of each of the above parameters.
Value
A graph of the behavior of value at risk as a function of its determinants.
Author(s)
S Subramanian <ssubramanian@sssihl.edu.in>
References
John C. Hull, "Options, Futures, and Other Derivatives", 8/E, Prentice Hall, 2012.
See Also
GUIDE documentation built on May 2, 2019, 9:32 a.m.
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Description Usage Details Value Author(s) References See Also
Description
Function to plot the behavior of value at risk as a function of its determinants.
Usage
1 |
Details
The user inputs are as follows:
weight1: The weight of stock 1
mu1: the expected return
Sigma1 (or Volatility) per annum:
mu2: the expected return
Sigma2 (or Volatility) per annum:
Clicking on "+/-" increases/decreases the values of each of the above parameters.
Value
A graph of the behavior of value at risk as a function of its determinants.
Author(s)
S Subramanian <ssubramanian@sssihl.edu.in>
References
John C. Hull, "Options, Futures, and Other Derivatives", 8/E, Prentice Hall, 2012.
See Also
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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