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- Analyse given investment portfolio which is consist of call, put options, shares. Simulate various VaR models, answer to essential questions.
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- Google colaboratory server
- Python 3
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- Excel table with stock prices, volatilities, portfolio info
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- Variance-covariance VaR
- Historical VaR simulation
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Analyse given investment portfolio which is consist of call, put options, shares. Simulate various VaR models, answer to essential questions.
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