var for cob lst aug 2000 hi ,
i have run the var for cob lst aug 2000 . a summary of the results is as
follows :
i have also attached the model .
again the prices for cocoa beans and gold have not been updated since the
26 th july . the gamma positions for the metals have been
added to check the effect on the var . the change was small :
delta var - $ 4 , 899 , 196
delta / gamma var - $ 4 , 780 , 797
this is not a live daily feed as andreas mannually created the file for me
today so that we could do this check .
regards
kirstee
var for cob lst aug 2000
hi ,
i have run the var for cob lst aug 2000 . a summary of the results is as
follows :
i have also attached the model .
again the prices for cocoa beans and gold have not been updated since the
26 th july . the gamma positions for the metals have been
added to check the effect on the var . the change was small :
delta var - $ 4 , 899 , 196
delta / gamma var - $ 4 , 780 , 797
this is not a live daily feed as andreas mannually created the file for me
today so that we could do this check .
regards
kirstee