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  1. J

    Component versus Incremental value at risk (VaR), Level 2

    Thank you David! I looked at the XLS and it works perfectly. It makes many things clear. It is so good. I really like your way of explaining. Yes. You explained it well. I also played with the XLS, with different combinations of CAD and EUR. It works fine except when I make EUR to be -$50...
  2. J

    Component versus Incremental value at risk (VaR), Level 2

    Thanks David. Your explaination is very clear. But I still have two questions: 1. What is the beta here? 2. Can a component VaR be negative? Say, I am long EUR but short CAD?
  3. J

    mixture of normal distributions

    This link is not working: http://forum.bionicturtle.com/viewreply/3226/ why? I don't understand why a mixture distribution is a different thing. I need to see the explaination. Thanks. Jennifer
  4. J

    Black-Scholes N(-d1) & N(-d2)

    Thanks Nicole. I clicked on the link and was directed to: You must Purchase or Upgrade your subscription to access this resource. Could you check if I have purchased or subscribed? Thanks. I thought I did. If not, please let me know. Thanks.
  5. J

    Black-Scholes N(-d1) & N(-d2)

    Hi, a side question: where is the BS model spreadsheet? I would like to study it and saw a video on it saying that it is here. Many thanks!
  6. J

    VAR analytical methods: Clarification

    Yes, yes, yes, thank you David. I took VAR as value at risk and forgot that it variance.
  7. J

    VAR analytical methods: Clarification

    How does COV[CHF,CHF] becomes VAR(CHF)? I am new here.
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