Return to Answer

replaced http://quant.stackexchange.com/ with https://quant.stackexchange.com/

Source Link

edited Apr 13, 2017 at 12:46

In my opnion you should you the Full revaluation historical VaR. Please readmy thread . If you need more help on the same i can gudie you .httphttps://quant.stackexchange.com/questions/14833/historical-value-at-risk-on-option-portfolio

Source Link

created Nov 6, 2015 at 14:44

user1131338

In my opnion you should you the Full revaluation historical VaR. Please readmy thread . If you need more help on the same i can gudie you .http://quant.stackexchange.com/questions/14833/historical-value-at-risk-on-option-portfolio