Repository for the course 'Financial Risk' at Gothenburg University
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Updated
Aug 25, 2022 - R
Repository for the course 'Financial Risk' at Gothenburg University
State-space models for statistical mortality projections
You can find codes and reports for the study of (1) the characteristics of the yields of a stock, and (2) the calculus of the VaR for this stock + backtesting of VaR
Modeling Value-at-Risk of a Mongolian Exchange Rae (MNT/USD) using the GARCH type model in Python
Analysis of a stock portfolio using time series tools
In this jupyter notebook file, I fetched historical stock price data of Zomato (Listed NSE) from Yahoo Finance and calculated Value at Risk.
This repositry includes the problems of optimization and their scratch implementation in python using numpy and scipy
R package for nonparametric estimation of CES
Specify and fit GARCH models to forecast time-varying volatility and value-at-risk.
Python application to conduct monte carlo simulations and related value at risk calculations. Includes a test case that outputted a plot showing the results of 10 simulations using the app.
Une collection de fonctions VBA, conçues pour améliorer votre efficacité dans la gestion des données et des processus dans Excel.
Useful graphs for financial projects
Artigo finalizado em 06/08/2021 como membro do Núcleo de Riscos & Derivativos, para o Clube de Finanças, Liga Acadêmica de Mercado Financeiro da UDESC & UFSC.
This model seeks to determine the maximum portfolio investment risk at given confidence levels.
A variety of analysis examples primarily using pandas, numpy and seaborn.
Calculate VaR of Tesla Equity share with Historical, Variance-Covariance and MonteCarlo simulations methods
Financial Risk with Python
Conducting portfolio analysis using pandas dictionaries
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