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<p class=MsoNormal><font size=2 color=navy face=Arial><span style='font-size:
10.0pt;font-family:Arial;color:navy'>Simon, <o:p></o:p></span></font></p>
<p class=MsoNormal><font size=2 color=navy face=Arial><span style='font-size:
10.0pt;font-family:Arial;color:navy'><o:p> </o:p></span></font></p>
<p class=MsoNormal><font size=2 color=navy face=Arial><span style='font-size:
10.0pt;font-family:Arial;color:navy'>This is a valuable concern. As in
most question of capability of specific tools to perform a specific
calculation, the answer is typically yes. A more telling question may be
- is it well suited? This goes beyond mere calculations and moves to work
flow. Whether the intent is to input a small set of data and calculate a
single value or to extract volumes of data from a database and produce a VAR
and the related statistics, Scilab has the connectivity and calculation
capabilities. Additionally, depending upon who will be using it, a GUI
can be built to guide the efforts and provide the means to analyze the resultant
calculations.<o:p></o:p></span></font></p>
<p class=MsoNormal><font size=2 color=navy face=Arial><span style='font-size:
10.0pt;font-family:Arial;color:navy'><o:p> </o:p></span></font></p>
<p class=MsoNormal><font size=2 color=navy face=Arial><span style='font-size:
10.0pt;font-family:Arial;color:navy'>If the intent is to do more than calculate
a number, say you want to support a decision process that relies upon this
number (VAR), you may want to set up a graphical ‘argument’ showing
the relationships of the components that drive the decision and the (assumed)
fundamental component (VAR) in an influence diagram. Xcos provides this
capability. Now, the stakeholders can visualize the connectivity of the
concerns, graph the consequences and experiment with scenarios. <o:p></o:p></span></font></p>
<p class=MsoNormal><font size=2 color=navy face=Arial><span style='font-size:
10.0pt;font-family:Arial;color:navy'><o:p> </o:p></span></font></p>
<p class=MsoNormal><font size=2 color=navy face=Arial><span style='font-size:
10.0pt;font-family:Arial;color:navy'>So it is a question of what do you want to
do. Scilab covers many opportunities. If you want to see an example
of how this can be done in other apps, have a look at Lumina’s
Analytica. See how the big money does it, learn their methods and then
decide how you would like to see the best. <o:p></o:p></span></font></p>
<p class=MsoNormal><font size=2 color=navy face=Arial><span style='font-size:
10.0pt;font-family:Arial;color:navy'><o:p> </o:p></span></font></p>
<p class=MsoNormal><font size=2 color=navy face=Arial><span style='font-size:
10.0pt;font-family:Arial;color:navy'>Emulate success.<o:p></o:p></span></font></p>
<p class=MsoNormal><font size=2 color=navy face=Arial><span style='font-size:
10.0pt;font-family:Arial;color:navy'>Learn the rules well so you will
understand how to best break them.<o:p></o:p></span></font></p>
<p class=MsoNormal><font size=2 color=navy face=Arial><span style='font-size:
10.0pt;font-family:Arial;color:navy'>Identify your goals. Redefine your
requirements.<o:p></o:p></span></font></p>
<p class=MsoNormal><font size=2 color=navy face=Arial><span style='font-size:
10.0pt;font-family:Arial;color:navy'>Throw your Raku.<o:p></o:p></span></font></p>
<p class=MsoNormal><font size=2 color=navy face=Arial><span style='font-size:
10.0pt;font-family:Arial;color:navy'><o:p> </o:p></span></font></p>
<p class=MsoNormal><font size=2 color=navy face=Arial><span style='font-size:
10.0pt;font-family:Arial;color:navy'>Enjoy and let us know what you think,<o:p></o:p></span></font></p>
<p class=MsoNormal><font size=2 color=navy face=Arial><span style='font-size:
10.0pt;font-family:Arial;color:navy'>ray<o:p></o:p></span></font></p>
<p class=MsoNormal><font size=3 color=navy face="Times New Roman"><span
style='font-size:12.0pt;color:navy'><o:p> </o:p></span></font></p>
<p class=MsoNormal><font size=2 color=navy face=Arial><span style='font-size:
10.0pt;font-family:Arial;color:navy'><o:p> </o:p></span></font></p>
<div style='border:none;border-left:solid blue 1.5pt;padding:0in 0in 0in 4.0pt'>
<div>
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face="Times New Roman"><span style='font-size:12.0pt'>
<hr size=2 width="100%" align=center tabindex=-1>
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<p class=MsoNormal><b><font size=2 face=Tahoma><span style='font-size:10.0pt;
font-family:Tahoma;font-weight:bold'>From:</span></font></b><font size=2
face=Tahoma><span style='font-size:10.0pt;font-family:Tahoma'> Simon Abdallah [mailto:Simon.Abdallah@eblf.com]
<br>
<b><span style='font-weight:bold'>Sent:</span></b> Tuesday, December 14, 2010
1:19 AM<br>
<b><span style='font-weight:bold'>To:</span></b> <st1:PersonName w:st="on">users@lists.scilab.org</st1:PersonName><br>
<b><span style='font-weight:bold'>Subject:</span></b> [scilab-Users] Can Scilab
help me with Value at Risk calculations?</span></font><o:p></o:p></p>
</div>
<p class=MsoNormal><font size=3 face="Times New Roman"><span style='font-size:
12.0pt'><o:p> </o:p></span></font></p>
<p class=MsoNormal><font size=3 face="Times New Roman"><span style='font-size:
12.0pt'><br>
</span></font><font size=2 face=Arial><span style='font-size:10.0pt;font-family:
Arial'>Good morning,</span></font> <br>
<font size=2 face=Arial><span style='font-size:10.0pt;font-family:Arial'>My
name is Simon Abdallah.</span></font> <br>
<font size=2 face=Arial><span style='font-size:10.0pt;font-family:Arial'>I do
work at a bank in <st1:country-region w:st="on"><st1:place w:st="on">Lebanon</st1:place></st1:country-region>.</span></font>
<br>
<font size=2 face=Arial><span style='font-size:10.0pt;font-family:Arial'>I am
researching an open source software that can help calculate Value at Risk (VaR)
numbers for stocks, options, futures , bonds and FX.</span></font> <br>
<br>
<font size=2 face=Arial><span style='font-size:10.0pt;font-family:Arial'>Do you
think Scilab can provide any value added on this topic?</span></font> <br>
<br>
<font size=2 face=Arial><span style='font-size:10.0pt;font-family:Arial'>Thank
you much.</span></font> <br>
<font size=2 face=Arial><span style='font-size:10.0pt;font-family:Arial'>Kind
regards,</span></font><o:p></o:p></p>
<div>
<p class=MsoNormal><font size=3 face="Times New Roman"><span style='font-size:
12.0pt'><br>
</span></font><b><font size=2 color="#35454e"><span style='font-size:10.0pt;
color:#35454E;font-weight:bold'>Simon Abdallah</span></font></b> <br>
<i><font size=2 color="#35454e"><span style='font-size:10.0pt;color:#35454E;
font-style:italic'>Risk Management</span></font></i> <br>
<br>
<font size=2 color="#35454e"><span style='font-size:10.0pt;color:#35454E'>Tél :
+961 (1) 791 332 (ext. 1274)</span></font> <br>
<font size=2 color="#35454e"><span style='font-size:10.0pt;color:#35454E'>Fax :
+961 (1) 791 332 (ext. 1498) </span></font><br>
<font size=2 color="#35454e"><span style='font-size:10.0pt;color:#35454E'>Email
: simon.abdallah@eblf.com</span></font> <o:p></o:p></p>
<div>
<p class=MsoNormal style='margin-bottom:12.0pt'><font size=3
face="Times New Roman"><span style='font-size:12.0pt'><br>
<font color="#35454e"><span style='color:#35454E'>www.eblf.com</span></font> <br>
<br>
<a href="http://www.eblf.com/"><span style='text-decoration:none'><img
border=0 width=190 height=49 id="_x0000_i1025"
src="cid:image001.jpg@01CB9B56.574BCFB0"></span></a><br>
</span></font><font size=2 color=navy face=Arial><span style='font-size:
10.0pt;font-family:Arial;color:navy'><o:p></o:p></span></font></p>
<p class=MsoNormal><font size=3 color=navy face="Times New Roman"><span
style='font-size:12.0pt;color:navy'><o:p> </o:p></span></font></p>
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