varbehavior {GUIDE}

Plot the behavior of value at risk as a function of its determinants.

Description

Function to plot the behavior of value at risk as a function of its determinants.

Usage

varbehavior()

Details

The user inputs are as follows:
weight1: The weight of stock 1
mu1: the expected return
Sigma1 (or Volatility) per annum:
mu2: the expected return
Sigma2 (or Volatility) per annum:
Clicking on "+/-" increases/decreases the values of each of the above parameters.

Value

A graph of the behavior of value at risk as a function of its determinants.

Author(s)

S Subramanian <[e-mail]>

References

John C. Hull, "Options, Futures, and Other Derivatives", 8/E, Prentice Hall, 2012.

See Also

var1stock,var2stocks