RISK XL

RISK XL is a Microsoft Excel add-in program that allows you evaluate the risk of financial contracts and investment portfolios. The program provides financial functions for risk assessment including Value At Risk (VaR) for equity portfolios, VaR for futures contracts, VaR for foreign exchange, CAPM efficient frontier, risk profile of covered call and protective put strategies, hedge ratios and EGARCH.

VaR Modules

VaR Equities	Value at Risk for a portfolio of equities and options
VaR Futures	Value at Risk for a portfolio of futures contracts
VaR FX	Value at Risk for a portfolio of currency futures and options

Custom Models

Efficient Frontier	Efficient Frontier and Capital Market Line for a portfolio
Options Covered Protected	Covered Call and Protected Put options
Hedge	Hedge ratios and statistics for a hedged portfolio
EGARCH	Exponential Generalized Autoregressive Conditional Heteroskedasticity simulations

Statistics Series

Advanced Statistical Analysis of price data.

Click here for the Price List.