As for the method of calculating VaR to the categories include stock, N we assume profitable rates comply with the rules of the standard distribution. However, the rate of profitable distribution nhiênnhững of the right to choose the category often were not the normal distribution. So it is difficult to determine the rate of profitable option. The expected profit rate as well as the variance of the position option is also khôngcho exactly the results you want. Therefore, to determine the result of the right to choose, we will use the delta instead of option pricing model
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