[R] VaR using monte carlo simulation

From: suman dhara <suman.dhara89_at_gmail.com>
Date: Wed, 09 Jun 2010 12:01:36 +0530


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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