I’m working on a financial problem about budget of households. Households in a state fill a form about their net budget in every year and our insurance company investigate their financial status and ...
I'm trying to calculate var for a portfolio of fixed income securities. I initially want to just calculate undiversified VaR for each instrument. I'm doing the following for each instrument Take ...
In my project I increase and decrease my position many times during the day and leave a part of the position open. Through these many trades the position can flip from long to short. At the end of the ...