financial-risk-management

There are 0 repository under financial-risk-management topic.

• prudhvi-reddy-m / VaRCalculator

  VaR (Value-at-Risk) Calculator: An elegant tool designed to compute Value-at-Risk using three robust methods - Parametric, Historical, and Monte Carlo Simulation. Dive into the intricacies of risk management with precision and confidence.

  frmvalueatriskvarfinancial-risk-management
  Language:Jupyter Notebook 2

• leotau2018 / AASA_CODE

  An accelerated active‑set algorithm for a quadratic semidefinite program with general constraints

  active-set-methodsmatrix-approximationsecond-order-optimizationsemidefinite-programmingfinancial-risk-managementmatrix-estimation
  Language:MATLAB 0