mtouyaa / Python-for-MarketRisk

Manuel Touyaa's porfotlio of Python projects/assignments for Finance Market Risk.

python market-risk finance black-scholes monte-carlo value-at-risk expected-shortfall pnl frtb basel-3 basel-iii backtesting hpl rtpl

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Manuel Touyaa's porfotlio of Python projects/assignments for Finance Market Risk.

python market-risk finance black-scholes monte-carlo value-at-risk expected-shortfall pnl frtb basel-3 basel-iii backtesting hpl rtpl

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