help me with this basic VAR calculation

[OTCkrak]

portfolio comprised of 3 bonds with 3 maturities (2013/2014/2015)33.33% weights

fixed rate/no coupon -
i have the pricing data going back 3 years

questions...

is the var of a fixed rate/no coupon bond calculated the same as the var for stocks/equity? - most of the info im finding online is related to stocks and i cant find any examples of a 3 asset portfolio.

do i need a correlation matrix?

can/how do i use this formula for a 3 asset porfolio??

any points would help

 

[gwb-trading]

I would ask this type of question in the Wilmott forum that focusses on quantitative finance.

http://www.wilmott.com/

 

[OTCkrak]

Quote from gwb-trading:

I would ask this type of question in the Wilmott forum that focusses on quantitative finance.

http://www.wilmott.com/

i will get ridiculed for bringing up such a newb question

 

[OTCkrak]

i found this online and it pretty much covered everything i needed to know

http://almprofessional.com/article/3var.pdf

 

[gwb-trading]

The Gummy Stuff Archive of financial material from retired Professor Ponzo at the University of Waterloo has some information on Covariance, Monte Carlo, etc.

http://www.financialwebring.org/gummy-stuff/gummy_stuff.htm

Here is also the archive page that lists all the available spreadsheets, one of these may be helpful as a starting point.

http://www.financialwebring.org/gummy-stuff/Excel/