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 simulations
Statistics Series
Advanced Statistical Analysis of price data.
