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Topic: Value at Risk using Monte Carlo Simulation
Replies: 4   Last Post: Mar 28, 2013 5:26 AM

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Charles

Posts: 5
Registered: 11/11/10
Value at Risk using Monte Carlo Simulation
Posted: Nov 11, 2010 3:44 PM
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Hi

I am seeking some code to caclulate value at risk at security level using a monte carlo simualtion approach? Does anyone have any ideas here. Thank you in advance
CP



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