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monte carlo simulation code for calculating value at risk

  1. #1
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    monte carlo simulation code for calculating value at risk

    Hello Everyone,

    Please help me by providing a code of monte carlo simulation that calculate value at risk. and runs the simulation for 1000 times. thanks.

  2. #2
    Valued Forum Contributor tlafferty's Avatar
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    04-08-2011
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    Re: monte carlo simulation code for calculating value at risk

    This wouldn't happen to be homework, would it?
    If your question has been satisfactorily addressed, please consider marking it solved. Click the Thread Tools dropdown and select Mark thread as solved.
    Also, you might want to add to the user's reputation by clicking the star icon in the lower left corner of the post with the answer- it's why we do what we do...

    Thomas Lafferty
    Analyst/Programmer

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