Function to plot the behavior of value at risk as a function of its determinants.
varbehavior()A graph of the behavior of value at risk as a function of its determinants.
The user inputs are as follows: weight1: The weight of stock 1 mu1: the expected return Sigma1 (or Volatility) per annum: mu2: the expected return Sigma2 (or Volatility) per annum: Clicking on "+/-" increases/decreases the values of each of the above parameters.
John C. Hull, "Options, Futures, and Other Derivatives", 8/E, Prentice Hall, 2012.