Repositório com o código-fonte do Derivativos e Risco de Mercado
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Updated
Dec 22, 2017 - Jupyter Notebook
Repositório com o código-fonte do Derivativos e Risco de Mercado
Financial risks of bonds
Treasury products valuation and risk measurement using J programming -- under progress
Proposed solutions to selected exercises in the book "Value-at-Risk: Theory and Practice" (2nd edition) by Glyn A. Holton.
Statistical techniques for Market Risk Modelling (VaR and ES)
An Excel integration of OpenGamma Strata.
Manuel Touyaa's porfotlio of Python projects/assignments for Finance Market Risk.
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.
Excel bindings for OpenGamma's Strata library
Using Bidirectional Generative Adversarial Networks to estimate Value-at-Risk for Market Risk Management using TensorFlow.
financial risk management projects
Repository represents python usability of measuring and managing risks (practice tasks and real cases)
Machine learning for financial risk management
Measure market risk by CAViaR model
Testing Code abount quantitative finance algorithms
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.
Java SDK providing access to the OpenGamma API
Open source analytics and market risk library from OpenGamma
Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics
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