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value-at-risk-monte-carlo

Here are 2 public repositories matching this topic...

hardiktrehan1 / VaR_Using_Monte_Carlo_simulations_and_variance_covariance_method

In this model, we have calculated 1 day VaR using Monte carlo simulations and variance-covaraince method for a 4 stock portfolio.

risk-analysis variance-covariance stock-portfolio-management value-at-risk-monte-carlo

Updated Jul 23, 2025
Jupyter Notebook

vladislavpyatnitskiy / Risk-Management-Analytics

Essential techniques to assess financial risks

risk-analysis monte-carlo-simulation var value-at-risk risk-management mvar risk-modelling expected-shortfall variance-covariance cvar conditional-value-at-risk avar portfolio-risk altman-z-score multi-asset-value-at-risk rachev-ratio historical-var value-at-risk-monte-carlo

Updated Jul 27, 2025
R

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