[R] Value-at-Risk Portfolio(both equity and option)

zhang yn19832 at msn.com
Tue Mar 30 15:09:05 CEST 2010


Hello All,

I am working on the risk measures for a portfolio, which contain both equity
futures, equity options and currency options. There are many packages
related with the portoflio which only contain the equities,I wonder whether
there is any avaible package that could include the option.

Thank you.
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