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 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┬ásimulations

Statistics Series

Advanced Statistical Analysis of price data.