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kameshcodes
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value-at-risk
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value-at-risk / notebooks
84.4 kB
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  • 1 contributor
History: 1 commit
kameshcodes's picture
kameshcodes
feat: initial implementation of VaR engine
7bb0af0 about 2 months ago
  • historical.ipynb
    8.86 kB
    feat: initial implementation of VaR engine about 2 months ago
  • monte-carlo-simulation.ipynb
    56.2 kB
    feat: initial implementation of VaR engine about 2 months ago
  • parametric.ipynb
    19.4 kB
    feat: initial implementation of VaR engine about 2 months ago