Quantification of risk metrics (VaR, ES, Loss Distribution, Hedging Error) via Monte Carlo simulation of stochastic models (GBM, Heston) with parameter estimation (MLE) on historical data. For full research paper: https://www.researchgate.net/publication/376956418_Risk_Investigation_of_Stock_Positions_using_the_Heston_Stochastic_Volatility_Model