PRODUCT INFORMATIONThere are two applications in this section, one for calculating American stock options portfolio value-at-risk and another for calculating European stock options portfolio value-at-risk. The descriptions in this section are brief. Click on the respective application link button to get to the application site, then click on the valuation procedure link for more details.
American options portfolio value-at-risk. The application calculates value at risk for a portfolio of American-style stock options.
European options portfolio value-at-risk. The application calculates value at risk for a portfolio of European-style stock options.
