Where could I find the spreadsheet associated to this chapter?
In general I am having a hard time finding the spreadsheet when the link is not given in the lecture notes or the sheet not listed in the section directly, any hint?
May be I am getting confused but I am trying to reconcile the intuition behind the VaR for an equity option with that of a bond
If I am not mistaken,
1- VaR Stock = Stock * deviate * vol for lets say 1 day
then VaR Option = VaRstock * Delta - 0.5 VaRstock^2 * gamma
2- VaR(Yield) =...