Re: [R] VaR and ES through MonteCarlo method

2014-12-22 Thread Jeff Newmiller
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[R] VaR and ES through MonteCarlo method

2014-12-22 Thread ESMERALDA PODA
Hi everybody, This is the homework I am trying to solve. Ex. Assume that you have a position of 144530 shares of Bill inc.. The object Y2 contains an iid sample of the returns for these shares. Assume that data follow a Student distribution. 1. Compute the maximum likelihood estimate for