A Java implementation of a Value at Risk estimation model for a portfolio of assets and option contracts.
This project started as a final year project for my Computer Science degree but I wanted to take it further and implement more features and enhancements.
I have ported over the work from my previous SVN repository for use in this Git repository.
A copy of the compiled program, user manual and more information is available at http://bit.do/VaR_NM (Updated May 2014).
More about Value at Risk: http://en.wikipedia.org/wiki/Value_at_risk