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Description:

This is a Java program that takes the historical stock returns from Yahoo Finance and calculates VAR(Value Added Risk) from 10% to 90% confidence interval.It used the process of Monte Carlo simulation to calculate the VAR.It even plots the graphs.

Prerequisites:To run the Program you need to have JRE installed on your machine.
I use 1.7 so if it doesn't work with previous versions please let me know.

Steps to Execute the Program:

** 1. Download the jar file **

** 2. java -jar C:\<pathtojar>\varCalculation.jar **
Note:
<pathtojar> --This is the path to the jar file</pathtojar>

** 3. This will bring up the input box.Enter the ticker symbol and output directory. **

** 4.The program output will be in the same directory specified while running the program.The name will be Workbook_<tickersymbol>_MM_dd_yy.xls. Example: Workbook_BAC_07_09_2013.xls **

The spreadsheet OutPut Data

The graph

Project Members:

• Sushmita Saha (admin)

[Sushmita Saha]

Input Screen

[Sushmita Saha]

OutPut Dialog

[Sushmita Saha]

SpreadSheet Data

[Sushmita Saha]

Graph