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The objective of this tool was to give a measure of the Value at Risk of the given asset class using techniques like Historical simulation and Monte Carlo simulation. I was involved in the design of a package for estimating the Initial Margin requirement for OTC Derivatives like FX Forward Contracts and Interest Rate Swaps using Historical Value at Risk. I also designed a prototype for running a Monte Carlo simulation on a given stock using Geometric Brownian Motion.
Clipping is a handy way to collect important slides you want to go back to later.
Clipping is a handy way to collect and organize the most important slides from a presentation. You can keep your great finds in clipboards organized around topics.
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