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suman dhara

2010-Jun-09 06:31 UTC

[R] VaR using monte carlo simulation

Sir,
I want to calculate VaR (Value at Risk) using Monte Carlo Simulation in R.Is
there any function in R to calculate Var ?.
Can you give me an eaxmple.


Thanks & Regards,
Suman Dhara

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R help - Jun 2010 - VaR using monte carlo simulation

[R] VaR using monte carlo simulation