这个作业是来自英国的，需要用蒙特卡洛模拟方法来估算VaR和CVaR
BEAM046 Financial Modelling
任务1：使用蒙特卡洛模拟方法估算VaR和CVaR
PG呼叫选项的使用以下参数（注意：您不需要估算库存的VaR或CVaR）：
期权行使价：125.00
到期日期：2021年2月25日
VaR置信度：50％，60％，70％，80％，90％
VaR范围：选项的剩余寿命
波动率：期权的隐含波动率
无风险利率：当前3个月美国国库券收益率
预期收益：假设为零
股息：假设为零
任务2：进行一项或多项敏感性分析，以探索您的结果以假设为依据。
您应在不超过2,000个单词，不包括标题页，表格和图形，公式和参考。
在编写报告时，应遵循以下准则：
•您的报告应专业呈现。您可以假设它将由公司的高级管理层阅读，因此它需要整洁，结构正确，文字简洁明了。这很重要实践技能。
•您应该对报告使用以下结构：
封面
内容提要：应简要总结分析及其主要内容发现。
Method and data: this should concisely describe your calculations and the data on which they are based Results: this presents the results of your financial model, including the sensitivity analysis. You should provide a critical discussion of your results.
Conclusion: this should summarise the main findings of the model, critically evaluate any shortcomings of the data and method, and offer some suggestions for future work
References: these should be alphabetically listed and properly formatted
(see below)
• You should NOT include appendices in your report
• You should make creative use of properly presented tables and charts. Tables and charts should be accompanied by detailed explanatory notes. Look at any paper in a good finance journal to see how to present a table of results (I have put a sample of a Journal of Financial Economics paper in the Assessment Information section on ELE, but feel free to look at others also).
• Do NOT include Excel screen prints. Also, you do NOT need to describe the specific steps you took in Excel or the functions used.
• You should pay attention to the formatting of your reports, particular with respect to line spacing, paragraphs and section titles
• You should use Equation Editor in Microsoft Word to format any equations
• You should define any variables that are used in equations