FEA/Financial Engineering Associates Inc.

2484 Shattuck Avenue
Suite #225
Berkeley, CA 94704-2076
United States

Phone: 510-548-6200
Fax: 510-548-0332

Description:
VaRworks’ MSExcel® add-in functions perform Stress Testing and calculate portfolio Value-at-Risk (VaR) using 4 methodologies: Monte Carlo, Historical, Extreme Value Theory, and Analytic VaR. VaRworks provides cash flow maps, VaRdelta-1