In managing a large portfolio with options on different underlying contracts, the ..... risk is of great importance; one tool is a Value at Risk framework to measure and manage that risk, i.e. to estimate a measure in money with a given degree of confidence of how much one can lose from one's portfolio over a given time horizon.

In managing a large portfolio with options on different underlying contracts, the ..... risk is of great importance; one tool is a Value at Risk framework to measure and manage that risk, i.e. to estimate a measure in money with a given degree of confidence of how much one can lose from one's portfolio over a given time horizon. (*) vagrancy (*) variability (*) versatility (*) volatility


This is a companion discussion topic for the original entry at https://english.best/questions/10491,in-managing-a-large-portfolio-with-options-on-different-underlying-contracts-the-___-risk-is-of-great-importance-one-tool-is-a-value-at-risk-framework-to-measure-and-manage-that-risk-ie-to-estimate-a-measure-in-money-with-a-given-degree-of-confidence-of-how-much-one-can-lose-from-ones-portfolio-over-a-given-time-horizon/