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.gitignore

.gitignore

 
 

Bonds.ipynb

Bonds.ipynb

 
 

Credit_Risk_1_Risk_Components_and_Arithmetic.ipynb

Credit_Risk_1_Risk_Components_and_Arithmetic.ipynb

 
 

Credit_Risk_2_Default_Statistic_Ratings_and_Their_Poperties.ipynb

Credit_Risk_2_Default_Statistic_Ratings_and_Their_Poperties.ipynb

 
 

Credit_Risk_3_TPM_models_estimation_and_application.ipynb

Credit_Risk_3_TPM_models_estimation_and_application.ipynb

 
 

Credit_Risk_4_Correlation_and_Portfolio_Credit_Risk_Model.ipynb

Credit_Risk_4_Correlation_and_Portfolio_Credit_Risk_Model.ipynb

 
 

Practice_task_Portfolio_Risk_Hedg_Optimization.ipynb

Practice_task_Portfolio_Risk_Hedg_Optimization.ipynb

 
 

Practice_task_Portfolio_VaR.ipynb

Practice_task_Portfolio_VaR.ipynb

 
 

Practice_task_VaR_estimation.ipynb

Practice_task_VaR_estimation.ipynb

 
 

Practice_task_VaR_estimation_2.0.ipynb

Practice_task_VaR_estimation_2.0.ipynb

 
 

README.md

README.md

 
 

Risk_measure(VaR_and_ES).ipynb

Risk_measure(VaR_and_ES).ipynb

 
 

VaR_validation.ipynb

VaR_validation.ipynb

 
 

market_risks_value_methods.ipynb

market_risks_value_methods.ipynb

 
 

portfolio_risk_evaluation.ipynb

portfolio_risk_evaluation.ipynb

 
 

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Risk_analysis drawing

Repository aggregates python usability of measuring and managing risks (practice tasks and real cases)

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Repository represents python usability of measuring and managing risks (practice tasks and real cases)

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python market-risk value-at-risk hedging risk-modelling expected-shortfall credit-risk risk-measures jyputer-notebook portfolio-risk

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