Open source analytics and market risk library from OpenGamma
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Updated
Jun 4, 2024 - Java
Open source analytics and market risk library from OpenGamma
Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics
Using Bidirectional Generative Adversarial Networks to estimate Value-at-Risk for Market Risk Management using TensorFlow.
An Excel integration of OpenGamma Strata.
Machine learning for financial risk management
Java SDK providing access to the OpenGamma API
Excel bindings for OpenGamma's Strata library
Measure market risk by CAViaR model
Practical, hands-on risk modeling, risk assessment and verifications of risk models across major risk classes and understanding risk regulation as well. Implementing risk models in Python, R and Excel.
Manuel Touyaa's porfotlio of Python projects/assignments for Finance Market Risk.
Repositório com o código-fonte do Derivativos e Risco de Mercado
Testing Code abount quantitative finance algorithms
Proposed solutions to selected exercises in the book "Value-at-Risk: Theory and Practice" (2nd edition) by Glyn A. Holton.
Financial risks of bonds
Statistical techniques for Market Risk Modelling (VaR and ES)
Treasury products valuation and risk measurement using J programming -- under progress
Repository represents python usability of measuring and managing risks (practice tasks and real cases)
These are two sets of Analysis done in this Project. Financial Risk Analysis to check the Credibility of companies and Market Risk Analysis for 10 different Indian Stocks.
financial risk management projects
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