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Calculating Value at Risk need help
Dear David, Thanks for your reply im sorry that i am responding this late but i forgot to thank you for your help you have clarified the calculation! Thank you.- mrporters
- Post #3
- Forum: P1.T1. Foundations of Risk (20%)
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Calculating Value at Risk need help
Hey for school i have to calculate the VaR but I am unable to find the right calculation, can anyone help me solve it? "Suppose an investor wants to take 500 shares of Tesla in a pre-portfolio. The price is $ 800.00 per share The term of this position is 1 day. The daily volatility is: 2%...- mrporters
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- value-at-risk var
- Replies: 2
- Forum: P1.T1. Foundations of Risk (20%)