Value at risk

This topic has 3 replies, 2 voices, and was last updated 2 years ago by John Moffat.

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August 25, 2023 at 5:42 pm #690701
Varun.J.Thakkar
Participant
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Sorry.Posted a question but now clear with it
Amazing lecture

Just one thing..The normal distribution table will be useful for only calculating VAR right? Since for option pricing, the BSOP spreadsheet will automatically calculate the option value
Thanks
August 26, 2023 at 7:45 am #690722
John Moffat
Keymaster
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Correct 🙂
August 28, 2023 at 8:26 pm #690849
Varun.J.Thakkar
Participant
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Thank you sir 🙂
August 29, 2023 at 8:24 am #690871
John Moffat
Keymaster
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You are welcome 🙂
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