Timeline for Delta-normal VaR of portfolio of stock and call option
Current License: CC BY-SA 4.0
4 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jun 29, 2020 at 19:03 | answer | added | Dimitri Vulis | timeline score: 2 | |
| Jun 29, 2020 at 19:00 | comment | added | nbbo2 | The delta equivalent position in the stock is 260+0.6*(-500) = -40 shares of stock. Now find the VaR of this position. | |
| Jun 29, 2020 at 18:47 | review | First posts | |||
| Jun 30, 2020 at 6:33 | |||||
| Jun 29, 2020 at 18:43 | history | asked | Mee98 | CC BY-SA 4.0 |