risk_of_price_change: Compute risk of price change
In mrepsilon/PawelKawskiPackage: Stock Analytics Package

Description Usage Arguments Value Examples

This function compute possible minimum and maximum prices of stock in given period of time. Function simulate a 10^4 of random trajectories for stock marked prices of chosen asset, take maximums and minimums from each trajectory and return quantiles from this vectors. Moreover function on its own is providing data from google finance. Stochastic process which is used in function to modeling future prices is a Black Scholes model. Simulation values are aproximations of process:
dX_t = a * X_t dt + sigma * X_t dW_t ,
where W is a standard Wiener process.
Function has additional assumption that "a" is equal to 0, because in risk management it is a more secure approach.

1	risk_of_price_change(symbol, days, significance_level, price_type = "close")

`symbol`	Symbol of a stock exchange data.
`days`	Number of days for which simulation is to be performed.
`significance_level`	Chosen significance level. Commonly it is set on 0.05.
`price_type`	Type of price : "close" or "open".